Asymptotic distributions of continuous-time random walks: A probabilistic approach
From MaRDI portal
Publication:2500103
DOI10.1007/BF02179257zbMath1107.60318MaRDI QIDQ2500103
Publication date: 23 August 2006
Published in: Journal of Statistical Physics (Search for Journal in Brave)
60G50: Sums of independent random variables; random walks
82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics
Related Items
REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION, Limit theorems for continuous-time random walks with infinite mean waiting times, Discrete and continuous random walk models for space-time fractional diffusion, Fractional governing equations for coupled random walks, Nonparametric estimation of a renewal reward process from discrete data, Lagging and leading coupled continuous time random walks, renewal times and their joint limits, On distributions of functionals of anomalous diffusion paths, Limit theorems for continuous-time random walks in the double-array limit scheme, A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals, Continuous-time random walk and parametric subordination in fractional diffusion, On rare and extreme events, Limit theorems for coupled continuous time random walks., When is it no longer possible to estimate a compound Poisson process?, INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK, Stochastic solution of space-time fractional diffusion equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random walks with infinite spatial and temporal moments
- Williams-Watts dielectric relaxation: A fractal time stochastic process
- Weak convergence with random indices
- Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion
- Can one see \(\alpha\)-stable variables and processes?
- Random Walks on Lattices. II
- Regenerative stochastic processes
- Asymptotic properties of randomly indexed sequences of random variables
- Functional limit theorems for stochastic processes based on embedded processes
- Weak convergence of randomly indexed sequences of random variables
- Limiting distributions of random sums of independent random variables