Limit theorems for some continuous-time random walks

DOI10.1239/AAP/1316792670MaRDI QIDQ3173005zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Markov chainsubordinatorjump processContinuous time random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Self-similar stochastic processes (60G18)

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• Diffusive behavior from a quantum master equation
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• Functional limit theorems for dependent variables
• Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• Limit theorems for additive functionals of a Markov chain
• Limit theorems for coupled continuous time random walks.
• Limit theorems for null recurrent Markov processes
• Markov chains recurrent in the sense of Harris
• Martingale Convergence to Infinitely Divisible Laws with Finite Variances
• On Occupation Times for Markoff Processes
• Random walks on lattices. II
• Random walks with infinite spatial and temporal moments
• Stochastic-Process Limits
• Triangular array limits for continuous time random walks

Cited in

(29)

• Semi-Markov approach to continuous time random walk limit processes
• Modeling of line shapes using continuous time random walk theory
• 3/4-fractional superdiffusion in a system of harmonic oscillators perturbed by a conservative noise
• Limit theorems for continuous time random walks with slowly varying waiting times
• Limit theorems for coupled continuous time random walks.
• Limit theorems for random walks
• Triangular array limits for continuous time random walks
• Functional convergence of continuous-time random walks with continuous paths
• Limit theorems for randomly coarse grained continuous-time random walks
• Continuous time random walks in finite domains and general boundary conditions: some formal considerations
• Fractional stable distributions
• A limit law for random walks with physical applications
• Limit theorem for continuous-time random walks with two time scales
• A semi-Markov algorithm for continuous time random walk limit distributions
• Limit theorems for additive functionals of continuous time random walks
• 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
• Correlated continuous time random walks
• A random walk analogue of Lévy’s Theorem
• Chung-type law of the iterated logarithm for continuous time random walk
• Some limit theorems for heights of random walks on a spider
• Chover-type laws of the iterated logarithm for continuous time random walks
• 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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