Limit theorems for continuous time random walks with slowly varying waiting times

DOI10.1016/j.spl.2004.10.030zbMath1065.60030OpenAlexW2009984798MaRDI QIDQ1767745

Hans-Peter Scheffler, Mark M. Meerschaert

Publication date: 8 March 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.030

zbMATH Keywords

continuous time random walkanomalous diffusionfractional derivativeoperator stable law

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Nonparametric estimation of a renewal reward process from discrete data ⋮ A non-local structural derivative model for characterization of ultraslow diffusion in dense colloids ⋮ Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function ⋮ Stochastic model for ultraslow diffusion ⋮ A pentatonic classification of extreme events

Cites Work

• A limit theorem for sums of i.i.d. random variables with slowly varying tail probability
• Limit theorems for coupled continuous time random walks.
• Random Walks on Lattices. II
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Limit theorem for continuous-time random walks with two time scales
• Extremal Processes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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