Densities of scaling limits of coupled continuous time random walks

DOI10.1515/FCA-2016-0077MaRDI QIDQ501526zbMATH OpenOpenAlexFDO

Authors Tomasz Zorawik, Marcin Magdziarz

Publication date 9 January 2017

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/fca-2016-0077

zbMATH Keywords

fractional differential equation\(\alpha\)-stable distributionfractional material derivativeMeijer \(G\) functionLévy processLévy walk

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fractional derivatives and integrals (26A33) Stable stochastic processes (60G52)

Recommendations

• Langevin picture of Lévy walks and their extensions
• Method of calculating densities for isotropic ballistic Lévy walks
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Cites work

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• A Method for Simulating Stable Random Variables
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• First Steps in Random Walks
• Fractional governing equations for coupled random walks
• Human mobility and spatial disease dynamics
• Langevin picture of Lévy walks and their extensions
• Limit theorems and governing equations for Lévy walks
• Limit theorems for coupled continuous time random walks.
• Lévy Processes and Stochastic Calculus
• Multidimensional Lévy walk and its scaling limits
• Nonergodicity of a time series obeying Lévy statistics
• On the properties of Laplace transform originating from one-sided Lévy stable laws
• Random contact processes, snowball sampling and factorial series distributions
• Random walk model with waiting times depending on the preceding jump length
• Random walks with infinite spatial and temporal moments
• Semi-Markov approach to continuous time random walk limit processes
• Stable densities under change of scale and total variation inequalities
• Statistics of the occupation time of renewal processes
• Stochastic models for fractional calculus
• Univariate stable distributions. Models for heavy tailed data

Cited in

(12)

• Densities of Short Uniform Random Walks
• Method of calculating densities for isotropic ballistic Lévy walks
• Lévy decoupled random walks
• Limit theorems for coupled continuous time random walks.
• Asymptotic density in a coalescing random walk model.
• From semi-Markov random evolutions to scattering transport and superdiffusion
• Semi-Markov models and motion in heterogeneous media
• Limit properties of Lévy walks
• Langevin picture of Lévy walks and their extensions
• Space-time continuous limit of random walks with hyperbolic scaling
• Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
• Complementary densities of Lévy walks: typical and rare fluctuations

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