Limit theorems for randomly coarse grained continuous-time random walks

DOI10.4064/dm431-0-1zbMath1088.60015OpenAlexW2033937715MaRDI 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 grouplimit theoremstable distributionrandom sumcoarse grainingrelaxation phenomenonrandom index

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) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Related Items (4)

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

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