Variable step random walks and self-similar distributions

DOI10.1007/s10955-005-5474-yzbMath1127.82041arXivphysics/0412182MaRDI QIDQ2492829

Andrei Török, Joseph L. McCauley, Gemunu H. Gunaratne, Matthew Nicol

Publication date: 14 June 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0412182

zbMATH Keywords

Fokker-Planck equation; central limit theorem; non-Gaussian distributions; Martingale process

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60J25: Continuous-time Markov processes on general state spaces

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics

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