Correlated continuous time random walks

DOI10.1016/j.spl.2009.01.007zbMath1179.60024arXiv0809.1612OpenAlexW2076413989MaRDI QIDQ1017816

Yimin Xiao, Erkan Nane, Mark M. Meerschaert

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.1612

zbMATH Keywords

continuous time random walkfunctional limit theoremlong-range dependencedomain of attraction of a stable law

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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