Limit theorems of continuous-time random walks with tails

DOI10.1007/S11464-013-0275-0MaRDI QIDQ373430zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
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• scientific article; zbMATH DE number 3255204 (Why is no real title available?)
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Limit theorems for coupled continuous time random walks.
• Limit theorems for occupation times of Markov processes
• Random walks on lattices. II
• Stable sub-Gaussian models constructed by Poisson processes
• Stochastic-Process Limits
• Weak approximation for a class of Gaussian processes
• Weak approximation of the Brownian sheet from a Poisson process in the plane

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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