Limit theorems for continuous-time random walks in the double-array limit scheme

DOI10.1007/S10958-006-0300-XzbMATH Open1118.60013OpenAlexW4253608872MaRDI QIDQ876832FDOQ876832

V. Yu. Korolev, Vladimir E. Bening, Vassili Kolokoltsov

Publication date: 19 April 2007

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0300-x

zbMATH Keywords

random walkstabilitydouble-arraytransfer theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• Generalized Poisson Models and their Applications in Insurance and Finance
• Title not available (Why is that?)
• Fractional stable distributions
• Random Walks on Lattices. II
• Title not available (Why is that?)
• Chance and Stability
• Stochastic solution of space-time fractional diffusion equations
• Title not available (Why is that?)
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• Modern Theory of Summation of Random Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• �ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung
• Title not available (Why is that?)
• Williams-Watts dielectric relaxation: A fractal time stochastic process
• Natural estimates of convergence rate in the central limit theorem

Cited In (2)

• Limit theorems for coupled continuous time random walks.
• Limit theorems for random walks on the double coset spaces \(U(n)//U(n-1)\) for \(n\to \infty\)

   Recommendations

• Title not available (Why is that?) 👍 👎
• Renewal theorems for random walks in multidimensional time 👍 👎
• Positivity of integrated random walks 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• A local limit theorem for random walks conditioned to stay positive 👍 👎
• The renewal theorem in the absence of power moments 👍 👎
• On hitting the high level by a random walk with delay at the origin 👍 👎
• On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process 👍 👎

This page was built for publication: Limit theorems for continuous-time random walks in the double-array limit scheme

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876832)