On fully coupled continuous time random walks

DOI10.4064/AM39-1-6MaRDI QIDQ3113659zbMATH OpenOpenAlexFDO

Authors Władysław Szczotka, Piotr Żebrowski

Publication date 21 January 2012

Published in Applicationes Mathematicae (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4064/am39-1-6

zbMATH Keywords

continuous time random walkLévy measureLévy processSkorokhod topology

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05)

Recommendations

• Limit theorems for coupled continuous time random walks.
• Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
• Generalized continuous time random walks and Hermite processes
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• Cluster continuous time random walks

Cited in

(22)

• Correlated continuous time random walks
• Correlated continuous time random walks and fractional Pearson diffusions
• Chover-type laws of the iterated logarithm for continuous time random walks
• Limit theorems for coupled continuous time random walks.
• Fractal dimension results for continuous time random walks
• Generalized continuous time random walks and Hermite processes
• Random walk model with waiting times depending on the preceding jump length
• Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• Uncoupled continuous-time random walk: finite jump length probability density function
• scientific article; zbMATH DE number 3858115 (Why is no real title available?)
• Recorridos aleatorios simples en tiempo continuo
• Langevin picture of Lévy walks and their extensions
• Generalized master equations for random walks with time-dependent jump sizes
• Simple random walk statistics. Part II: Continuous time results
• Coupled continuous time-random walks in quenched random environment
• Limit theorems for randomly coarse grained continuous-time random walks
• On properties of continuous-time random walks with non-Poissonian jump-times
• Functional convergence of continuous-time random walks with continuous paths
• Coupled continuous time random maxima
• Noncolliding system of continuous-time random walks
• Triangular array limits for continuous time random walks

This page was built for publication: On fully coupled continuous time random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3113659)