Limit theorems of continuous-time random walks with tails

DOI10.1007/S11464-013-0275-0zbMATH Open1274.60069OpenAlexW2136022422MaRDI QIDQ373430FDOQ373430

Authors: Yuqiang Li 

Publication date: 22 October 2013

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-013-0275-0

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zbMATH Keywords

weak convergence\(J_1\)-topology\(M_1\)-topologystable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• Random walks on lattices. II
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• Weak approximation of the Brownian sheet from a Poisson process in the plane
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• Weak approximation for a class of Gaussian processes
• Limit theorems for coupled continuous time random walks.
• Stable sub-Gaussian models constructed by Poisson processes

Cited In (7)

• Limit theorems for continuous time random walks with slowly varying waiting times
• Limit theorems for coupled continuous time random walks.
• Functional convergence of continuous-time random walks with continuous paths
• Tail Estimates for Sums of Variables Sampled by a Random Walk
• Limit theorems for additive functionals of continuous time random walks
• Space-time continuous limit of random walks with hyperbolic scaling
• Limit theorems for continuous-time random walks with infinite mean waiting times

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