Sampling inverse subordinators and subdiffusions

DOI10.1214/25-AAP2250MaRDI QIDQ6846930zbMATH OpenFDO

Authors Ivan Biočić, Daniel E. Cedeño-Girón, Bruno Toaldo

Publication date 10 March 2026

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-applied-probability/volume-36/issue-1/Sampling-inverse-subordinators-and-subdiffusions/10.1214/25-AAP2250.full

zbMATH Keywords

central limit theoremBerry-Esseen boundsMonte Carlo methodanomalous diffusionsemi-Markov processesweak ergodicity breakinginverse subordinatorstime-changed Feller processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50) Feller processes (60G53)

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