Asymptotic distributions of continuous-time random walks: A probabilistic approach

DOI10.1007/BF02179257zbMATH Open1107.60318MaRDI QIDQ2500103FDOQ2500103

Authors: Marcin Kotulski 

Publication date: 23 August 2006

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

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zbMATH Keywords

asymptotic distributionsRandom walkscoupled memoryLévy-stable distributions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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Cited In (53)

• Lévy walk dynamics in an external constant force field in non-static media
• Semi-Markov approach to continuous time random walk limit processes
• Title not available (Why is that?)
• Limit theorems for coupled continuous time random walks.
• Random walks with power-law fluctuations in the number of steps
• Asymptotic behaviour of random walks with correlated temporal structure
• On distributions of functionals of anomalous diffusion paths
• Generalized Klein-Kramers equation: solution and application
• Anomalous grain boundary diffusion: fractional calculus approach
• Discrete and continuous random walk models for space-time fractional diffusion
• ON BOUNCING GEOMETRIC BROWNIAN MOTIONS
• Asymptotic density in a coalescing random walk model.
• Subordinated diffusion and continuous time random walk asymptotics
• Generalized continuous time random walks and Hermite processes
• Asymmetric random walks with bias generated by discrete-time counting processes
• Limit theorems for randomly coarse grained continuous-time random walks
• Fractional stable distributions
• Continuous-time random walk and parametric subordination in fractional diffusion
• From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
• Correlation function induced by a generalized diffusion equation with the presence of a harmonic potential
• Correlated random walks with a finite memory range
• When is it no longer possible to estimate a compound Poisson process?
• An elementary approach to subdiffusion
• STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
• Limit theorems for continuous-time random walks in the double-array limit scheme
• On properties of continuous-time random walks with non-Poissonian jump-times
• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
• Statistics of bounded processes driven by Poisson white noise
• Fractional advection diffusion asymmetry equation, derivation, solution and application
• Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
• An investigation on continuous time random walk model for bedload transport
• Asymptotic expansions for a remarkable class of random walks
• Application of the fractional-stable distributions for approximation of the gene expression profiles
• Simple random walk statistics. Part II: Continuous time results
• Generalized diffusion equation and analytical expressions to neutron scattering experiments
• Stochastic solution of space-time fractional diffusion equations
• Fractional governing equations for coupled random walks
• Nonparametric estimation of a renewal reward process from discrete data
• Random walks and other aspects of the Bailey-Daum distribution
• Discrete and continuous random walk models for space-time fractional diffusion
• Scarce defects induce anomalous diffusion
• Densities of scaling limits of coupled continuous time random walks
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• Title not available (Why is that?)
• On fully coupled continuous time random walks
• On rare and extreme events
• Title not available (Why is that?)
• A lattice-model representation of continuous-time random walks
• Integro-differential equations associated with continuous-time random walk
• Run length statistics and the Hurst exponent in random and birth-death random walks.
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
• REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION

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