Random walks with infinite spatial and temporal moments

Infinitely divisible distributions; stable distributions (60E07) Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50)

Cites Work

Random Walks on Lattices. II
Title not available (Why is that?)
Random walks with self-similar clusters
Expected Number of Distinct Sites Visited by a Random Walk with an Infinite Variance

Cited In (72)

Coupled continuous time-random walks in quenched random environment
Different effects of external force fields on aging Lévy walk
Upscaling Lévy motions in porous media with long range correlations
Generalized Fokker-Planck equation for superstatistical systems
Pre-asymptotic analysis of Lévy flights
Time fractional equations and anomalous sub-diffusions -- in memory of Professor Shisong Mao
Distributional behavior of diffusion coefficients obtained by single trajectories in annealed transit time model
Space-time transport schemes and homogenization: II. Extension of the theory and applications
Limit properties of Lévy walks
Conservative random walks in confining potentials
From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
Efficiency functionals for the Lévy flight foraging hypothesis
Anomalous diffusion originated by two Markovian hopping-trap mechanisms
Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
The well-posedness of fractional systems with affine-periodic boundary conditions
Power spectra and random walks in intermittent chaotic systems
Method of calculating densities for isotropic ballistic Lévy walks
Semi-Markov approach to continuous time random walk limit processes
Fractional kinetic equations: solutions and applications
Limit theorems for coupled continuous time random walks.
Truncated Lévy flights and generalized Cauchy processes
A heat equation with memory: large-time behavior
Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model
Heat kernel estimates for time fractional equations
FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
Should I stay or should I go? Zero-size jumps in random walks for Lévy flights
Subordinated diffusion and continuous time random walk asymptotics
The influence of the finite velocity on spatial distribution of particles in the frame of levy walk model
Correlated continuous-time random walks—scaling limits and Langevin picture
Quenched trap model for Lévy flights
Random walk model with waiting times depending on the preceding jump length
Lévy walk with multiple internal states
Triangular array limits for continuous time random walks
Distributional behavior of time averages of non-\(L^1\) observables in one-dimensional intermittent maps with infinite invariant measures
Fractional kinetic equations driven by Gaussian or infinitely divisible noise
Lattice Monte Carlo simulation of Galilei variant anomalous diffusion
Diffusion limit of Lévy-Lorentz gas is Brownian motion
Transport in inhomogeneous systems
Fractal dimension results for continuous time random walks
Statistics of bounded processes driven by Poisson white noise
Langevin picture of Lévy walks and their extensions
Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
Fractional motions
Parameter calibration between models and simulations: connecting linear and non-linear descriptions of anomalous diffusion
Transport equation evaluation of coupled continuous time random walks
Fractional time stochastic partial differential equations
A generalised diffusion equation corresponding to continuous time random walks with coupling between the waiting time and jump length distributions
Simulation of the continuous time random walk of the space-fractional diffusion equations
Fluctuations in a Lévy flight gas
Stochastic model for ultraslow diffusion
Limit theorems for Lévy walks inddimensions: rare and bulk fluctuations
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
Time fractional equations and probabilistic representation
Anomalous diffusion derived from generalized thermodynamic theory
Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
First passage time distribution for anomalous diffusion
Microscopic approach to random walks
Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion
Limit theorems for some continuous-time random walks
Anomalous diffusion in iterated maps as escape from a strange repeller
Stochastic solution of space-time fractional diffusion equations
Fractional governing equations for coupled random walks
Densities of scaling limits of coupled continuous time random walks
Phase diagram in stored-energy-driven Lévy flight
Stretched-exponential decay laws of general defect diffusion models
Asymptotic distributions of continuous-time random walks: A probabilistic approach
Correlated continuous-time random walk with stochastic resetting
Brownian subordinators and fractional Cauchy problems
Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description
Limit theorems for continuous-time random walks with infinite mean waiting times
Asymptotic properties and numerical simulation of multidimensional Lévy walks
Numerical methods for some one-dimensional equations with fractional derivatives

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