Lagging and leading coupled continuous time random walks, renewal times and their joint limits

DOI10.1016/j.spa.2010.10.003zbMath1219.60048arXiv1005.2369OpenAlexW2122688319MaRDI QIDQ550136

B. I. Henry, Peter Straka

Publication date: 8 July 2011

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

Full work available at URL: https://arxiv.org/abs/1005.2369

zbMATH Keywords

subordinationcontinuous time random walkLévy processSkorokhod spacesubdiffusiontime-changetriangular arrayrenewal timesstochastic process limit

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Functional limit theorems; invariance principles (60F17)

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