Clustered continuous-time random walks: diffusion and relaxation consequences
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Publication:5345955
DOI10.1098/rspa.2011.0697zbMath1364.60059OpenAlexW2113294544WikidataQ51344285 ScholiaQ51344285MaRDI QIDQ5345955
Mark M. Meerschaert, Hans-Peter Scheffler, Agnieszka Jurlewicz, Karina Weron, Aleksander A. Stanislavsky
Publication date: 7 June 2017
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2011.0697
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15) Self-similar stochastic processes (60G18)
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Cites Work
- Triangular array limits for continuous time random walks
- Stochastic solution of space-time fractional diffusion equations
- Random Walks on Lattices. II
- Cluster continuous time random walks
- On Linnik's continuous-time random walks
- Limit theorems for continuous-time random walks with infinite mean waiting times
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
