Limit theorems for randomly coarse grained continuous-time random walks

DOI10.4064/dm431-0-1zbMath1088.60015MaRDI QIDQ5716045

Agnieszka Jurlewicz

Publication date: 6 January 2006

Published in: Dissertationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/dm431-0-1

zbMATH Keywords

renormalization group; limit theorem; stable distribution; random sum; coarse graining; relaxation phenomenon; random index

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

82C44: Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics

Related Items

Langevin picture of Lévy walks and their extensions, Subordination scenario of the Cole-Davidson relaxation, Stochastic representation of subdiffusion processes with time-dependent drift, Correlated continuous-time random walks—scaling limits and Langevin picture