Limit theorems for additive functionals of continuous time random walks

DOI10.1017/prm.2020.33zbMath1485.60049arXiv1907.00963OpenAlexW3104543535MaRDI QIDQ4987477

Georgiy M. Shevchenko, Yuri G. Kondratiev, Yuliya S. Mishura

Publication date: 3 May 2021

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.00963

zbMATH Keywords

random environmentlocal timeadditive functionalcontinuous-time random walk\(\alpha\)-stable Lévy motiondomain of attraction of stable lawPoisson shot-noise potential

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (1)

Limit theorems for local times and applications to SDEs with jumps

Cites Work

• Rates of convergence to the local time of a diffusion
• Correlated continuous time random walks and fractional Pearson diffusions
• Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
• Stationary parabolic Anderson model and intermittency
• Point processes, regular variation and weak convergence
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