Limit theorems for continuous-time random walks in the double-array limit scheme

DOI10.1007/S10958-006-0300-XMaRDI QIDQ876832zbMATH OpenOpenAlexFDO

Authors Vladimir E. Bening, V. Yu. Korolev, Vassili Kolokoltsov

Publication date 19 April 2007

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-006-0300-x

zbMATH Keywords

random walkstabilitydouble-arraytransfer theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Recommendations

• scientific article; zbMATH DE number 6154582
• Renewal theorems for random walks in multidimensional time
• Positivity of integrated random walks
• scientific article; zbMATH DE number 1103077
• scientific article; zbMATH DE number 1524189
• scientific article; zbMATH DE number 3870354
• A local limit theorem for random walks conditioned to stay positive
• The renewal theorem in the absence of power moments
• On hitting the high level by a random walk with delay at the origin
• On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process

Cites work

• scientific article; zbMATH DE number 3830974 (Why is no real title available?)
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 195083 (Why is no real title available?)
• scientific article; zbMATH DE number 204994 (Why is no real title available?)
• scientific article; zbMATH DE number 893785 (Why is no real title available?)
• scientific article; zbMATH DE number 3300324 (Why is no real title available?)
• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• Chance and Stability
• Fractional stable distributions
• Generalized Poisson Models and their Applications in Insurance and Finance
• Modern Theory of Summation of Random Variables
• Natural estimates of convergence rate in the central limit theorem
• Random walks on lattices. II
• Stochastic solution of space-time fractional diffusion equations
• Williams-Watts dielectric relaxation: A fractal time stochastic process
• �ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung

Cited in

(3)

• Triangular array limits for continuous time random walks
• Limit theorems for coupled continuous time random walks.
• Limit theorems for random walks on the double coset spaces \(U(n)//U(n-1)\) for \(n\to \infty\)

This page was built for publication: Limit theorems for continuous-time random walks in the double-array limit scheme

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876832)