Limit theorems for coupled continuous time random walks.

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Publication:1879867

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DOI10.1214/aop/1079021462zbMath1054.60052OpenAlexW2090039668MaRDI QIDQ1879867

Mark M. Meerschaert, Hans-Peter Scheffler, Peter Becker-Kern

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1079021462

zbMATH Keywords

waiting time infinitely divisible distributions continuous time random walk limit theorems anomalous diffusion jump processes Lévy measure renewal process Lévy walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Functional limit theorems; invariance principles (60F17)

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Cites Work

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