Limit theorems and governing equations for Lévy walks

DOI10.1016/j.spa.2015.05.014zbMath1330.60058arXiv1408.1737OpenAlexW1560631676MaRDI QIDQ491171

Marcin Magdziarz, Hans-Peter Scheffler, Peter Straka, Piotr Żebrowski

Publication date: 24 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.1737

zbMATH Keywords

functional limit theoremsdomain of attractionLévy walksgoverning pseudo-differential equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Pseudodifferential operators as generalizations of partial differential operators (35S05) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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Functional convergence of continuous-time random walks with continuous paths ⋮ A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions ⋮ Complementary Densities of Lévy Walks: Typical and Rare Fluctuations ⋮ Lamperti transformation -- cure for ergodicity breaking ⋮ Diffusion limit of Lévy-Lorentz gas is Brownian motion ⋮ Persistent random walks. II. Functional scaling limits ⋮ Densities of scaling limits of coupled continuous time random walks ⋮ Method of calculating densities for isotropic ballistic Lévy walks ⋮ Pointwise convergence of Birkhoff averages for global observables ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria ⋮ Transport properties and ageing for the averaged Lévy–Lorentz gas ⋮ Limit properties of Lévy walks ⋮ Fractional diffusion equation with distributed-order material derivative. Stochastic foundations ⋮ Dynamics of a randomly kicked particle ⋮ Survival in two-species reaction-diffusion system with Lévy flights: renormalization group treatment and numerical simulations

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