Limit theorems for some continuous-time random walks
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Publication:3173005
DOI10.1239/AAP/1316792670zbMATH Open1243.60041OpenAlexW2005870415MaRDI QIDQ3173005FDOQ3173005
Authors: Tomasz Komorowski, M. Jara 
Publication date: 10 October 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1316792670
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Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Self-similar stochastic processes (60G18)
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Cited In (28)
- Modeling of line shapes using continuous time random walk theory
- Semi-Markov approach to continuous time random walk limit processes
- Limit theorems for continuous time random walks with slowly varying waiting times
- 3/4-fractional superdiffusion in a system of harmonic oscillators perturbed by a conservative noise
- Limit theorems for coupled continuous time random walks.
- Limit theorems for random walks
- Functional convergence of continuous-time random walks with continuous paths
- Limit theorems for randomly coarse grained continuous-time random walks
- Triangular array limits for continuous time random walks
- Continuous time random walks in finite domains and general boundary conditions: some formal considerations
- A limit law for random walks with physical applications
- Fractional stable distributions
- Limit theorem for continuous-time random walks with two time scales
- A semi-Markov algorithm for continuous time random walk limit distributions
- Fokker-Planck and Kolmogorov backward equations for continuous time random walk scaling limits
- Fractional diffusion limit for a kinetic equation with an interface
- On randomly spaced observations and continuous-time random walks
- Space-time continuous limit of random walks with hyperbolic scaling
- A random walk analogue of Lévy’s Theorem
- Correlated continuous time random walks
- Chung-type law of the iterated logarithm for continuous time random walk
- Chover-type laws of the iterated logarithm for continuous time random walks
- Some limit theorems for heights of random walks on a spider
- Limit theorems of continuous-time random walks with tails
- On Linnik's continuous-time random walks
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Small drift limit theorems for random walks
- Kinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbation
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