Asymptotic distributions of continuous-time random walks: A probabilistic approach

No abstract is available for this paper.

• Publication year

  1995

• Venue

  Journal of Statistical Physics

• Publication date

  1995-11-01

• Fields of study

  Mathematics, Physics

• Identifiers
  DOI 10.1007/BF02179257
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Chaos - The Interplay Between Stochastic and Deterministic Behaviour: Proceedings of the XXXIst Winter School of Theoretical Physics Held in Karpacz, ... February 1995

  2013cited by this paper
• 14. Simulation and Chaotic Behaviour of α‐Stable Stochastic Processes

  1995cited by this paper
• Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion

  1993cited by this paper
• Lévy walks and propagators in intermittent chaotic systems.

  1993cited by this paper
• Lévy walks in dynamical systems

  1993cited by this paper
• Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

  1993cited by this paper
• Diffusion of walkers with persistent velocities.

  1991cited by this paper
• Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications

  1990cited by this paper
• Anomalous transport: A one-dimensional stochastic model

  1990cited by this paper
• Review: V. M. Zolotarev, One-dimensional stable distributions

  1989cited by this paper
• Transport properties of the continuous-time random walk with a long-tailed waiting-time density

  1989cited by this paper
• Stochastic pathway to anomalous diffusion.

  1987cited by this paper
• Lévy dynamics of enhanced diffusion: Application to turbulence.

  1987cited by this paper
• One-dimensional stable distributions

  1986cited by this paper
• Williams-watts dielectric relaxation: A fractal time stochastic process

  1984cited by this paper
• The limiting behaviour of certain stopped sums and some applications

  1983cited by this paper
• Random walks with infinite spatial and temporal moments

  1982cited by this paper
• Asymptotic properties of randomly indexed sequences of random variables

  1981cited by this paper
• Weak convergence of randomly indexed sequences of random variables

  1978cited by this paper
• Weak convergence with random indices

  1977cited by this paper
• Some properties of the asymptotic solutions of the Montroll-Weiss equation

  1975cited by this paper
• Functional limit theorems for stochastic processes based on embedded processes

  1975cited by this paper
• Stochastic Transport in a Disordered Solid. I. Theory

  1973cited by this paper
• An Introduction to Probability Theory and Its Applications

  1967cited by this paper
• Random Walks on Lattices. II

  1965cited by this paper
• Limiting distributions of random sums of independent random variables

  1964cited by this paper
• Occupation times for Markov and semi-Markov chains

  1962cited by this paper
• Markov Chains with Stationary Transition Probabilities

  1961cited by this paper
• An Introduction to Probability Theory and Its Applications

  1959cited by this paper
• Regenerative stochastic processes

  1955cited by this paper

• Fractional material derivative: pointwise representation and a finite volume numerical scheme

  2024cites this paper
• From Lévy walks to fractional material derivative: Pointwise representation and a numerical scheme

  2024cites this paper
• Fractional advection diffusion asymmetry equation, derivation, solution and application

  2023cites this paper
• Lévy Walk Dynamics in an External Constant Force Field in Non-Static Media

  2022cites this paper
• Exponential Tails and Asymmetry Relations for the Spread of Biased Random Walks

  2022cites this paper
• 37A50 Dynamical systems and their relations with probability theory and stochastic processes 60J60 Diffusion processes 60K50 Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.)

  2022cites this paper
• The study of gene expression statistics

  2022cites this paper
• Numerical Method for Solving of the Anomalous Diffusion Equation Based on a Local Estimate of the Monte Carlo Method

  2022cites this paper
• The Large Deviation Principle for Finite-Dimensional Distributions of Multidimensional Renewal Processes

  2021cites this paper
• Trading styles and long-run variance of asset prices

  2021cites this paper
• New exact solutions of time conformable fractional Klein Kramer equation

  2021cites this paper
• BLSBA‐ED‐SSO: Bivariate Lévy‐stable bat algorithm‐based energy detection for spectrum sensing optimization in cognitive radio networks (CRNs)

  2020cites this paper
• Integral Representation of the Fractional Stable Density

  2020cites this paper
• Integral Representation of the Fractional Stable Density

  2020cites this paper
• The Calculation of the Density and Distribution Functions of Strictly Stable Laws

  2020cites this paper
• Fractional Advection-Diffusion-Asymmetry Equation.

  2020influential citation
• Dynamical regimes and finite time behavior in a trapped random walk: a direct iterative approach

  2019cites this paper
• Continuous time random walks and space-time fractional differential equations

  2019cites this paper
• ON BOUNCING GEOMETRIC BROWNIAN MOTIONS

  2019influential citation
• An investigation on continuous time random walk model for bedload transport

  2019cites this paper
• Tempered Fractional Equations for Quantum Transport in Mesoscopic One-Dimensional Systems with Fractal Disorder

  2019cites this paper
• Anomalous Grain Boundary Diffusion: Fractional Calculus Approach

  2019cites this paper
• Asymptotic densities from the modified Montroll-Weiss equation for coupled CTRWs

  2018cites this paper
• Scale-free Networks Well Done

  2018cites this paper
• Chapter for Handbook of Fractional Calculus with Applications

  2018cites this paper
• Statistics of bounded processes driven by Poisson white noise

  2018cites this paper
• Asymptotic methods of testing statistical hypotheses

  2017cites this paper
• Stochastic tools hidden behind the empirical dielectric relaxation laws

  2017cites this paper
• Option pricing for Informed Traders

  2017cites this paper
• We introduce a simple model of deterministic particles in weakly disordered media which exhibits

  2016cites this paper
• Fractional-Stable Statistics of the Genes Expression in the Next Generation Sequence Results

  2016cites this paper
• Дробно-устойчивая статистика экспрессии генов в экспериментальных данных секвенирования нового поколения

  2016cites this paper
• Densities of scaling limits of coupled continuous time random walks

  2016cites this paper
• Correlation function induced by a generalized diffusion equation with the presence of a harmonic potential

  2015cites this paper
• Superdiffusive Dispersion and Mixing of Swarms

  2015cites this paper
• Integro-differential diffusion equation and neutron scattering experiment

  2015cites this paper
• Generalized diffusion equation and analytical expressions to neutron scattering experiments

  2014cites this paper
• L\'evy walks

  2014cites this paper
• Application of the fractional-stable distributions for approximation of the gene expression profiles

  2014cites this paper
• When is it no longer possible to estimate a compound Poisson process

  2014cites this paper
• Interpretation and nonuniqueness of CTRW transition distributions: Insights from an alternative solute transport formulation

  2014cites this paper
• Superdiffusive Dispersion and Mixing of Swarms with Reactive Levy Walks

  2013cites this paper
• Nonparametric estimation of a renewal reward process from discrete data

  2013cites this paper
• Equations and Solutions

  2013cites this paper
• INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK

  2013cites this paper
• Generalized Klein–Kramers equation: solution and application

  2013cites this paper
• Continuous time random walk with linear force applied to hydrated proteins.

  2013cites this paper
• Nonparametric estimation of a renewal reward process from discrete data

  2012cites this paper
• Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes

  2012influential citation
• Generalized Klein-Kramers equations.

  2012cites this paper
• Correction: Limit theorems for coupled continuous time random walks

  2012influential citation
• Delayed uncoupled continuous-time random walks do not provide a model for the telegraph equation.

  2012cites this paper
• Limiting distributions of continuous-time random walks with superheavy-tailed waiting times.

  2012cites this paper
• Semi-Markov approach to continuous time random walk limit processes

  2012cites this paper
• CONTINUOUS-TIME FINANCE AND THE WAITING TIME DISTRIBUTION: MULTIPLE CHARACTERISTIC TIMES

  2012cites this paper
• Integro-differential equation for joint probability density in phase space associated with continuous-time random walk

  2012cites this paper
• Uncoupled continuous-time random walk: finite jump length probability density function

  2012cites this paper
• Limit theorems for coupled continuous time random walks

  2012influential citation
• Asymptotic solutions of decoupled continuous-time random walks with superheavy-tailed waiting time and heavy-tailed jump length distributions.

  2011cites this paper
• Continuous-time random walk with a superheavy-tailed distribution of waiting times.

  2011cites this paper
• Continuous time random walk: Galilei invariance and relation for the nth moment

  2011cites this paper
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits

  2011cites this paper
• Statistical inference across time scales

  2011cites this paper
• Integrodifferential diffusion equation for continuous-time random walk.

  2010cites this paper
• Nonlinear Markov Processes and Kinetic Equations

  2010cites this paper
• Approaching stationarity: competition between long jumps and long waiting times

  2010cites this paper
• Subordinated diffusion and continuous time random walk asymptotics.

  2010cites this paper
• Lagging/Leading Coupled Continuous Time Random Walks, Renewal Times and their Joint Limits

  2010cites this paper
• Title : Generalized Continuous-Time Random Walks , Subordination by Hitting Times , and Fractional Dynamics Year of publication : 2009

  2010cites this paper
• Self‐Similarity of Fluctuation Particle Fluxes in the Plasma Edge of the Stellarator L‐2M

  2010cites this paper
• Continuous-time random walk: crossover from anomalous regime to normal regime.

  2010cites this paper
• Continuous time random walk with generic waiting time and external force.

  2010cites this paper
• On Distributions of Functionals of Anomalous Diffusion Paths

  2010influential citation
• ORACLE CONTINUOUS TIME RANDOM WALKS

  2010cites this paper
• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals

  2009cites this paper
• Subrecoil laser cooling dynamics: a fractional derivative approach

  2009cites this paper
• Space–Time Duality for Fractional Diffusion

  2009cites this paper
• New approach to statistical description of fluctuating particle fluxes

  2009cites this paper
• Statistical model of fluorescence blinking

  2009cites this paper
• Обобщенные случайные блуждания в непрерывном времени (CTRW), субординация временами достижения и дробная динамика@@@Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics

  2008cites this paper
• Generalized Mittag-Leffler relaxation: clustering-jump continuous-time random walk approach.

  2008cites this paper
• On Hilfer's objection to the fractional time diffusion equation

  2007cites this paper
• Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk

  2007cites this paper
• Generalized Continuous-Time Random Walks (CTRW), Subordination by Hitting Times and Fractional Dynamics

  2007cites this paper
• Continuous-time random walk and parametric subordination in fractional diffusion

  2007cites this paper
• Convergence-rate estimates for superpositions of independent stochastic processes with applications to estimation of the accuracy of approximation of the distributions of continuous-time random walks by fractional stable laws

  2007cites this paper
• Probability Distributions and Continuous Time Random Walk 1

  2007cites this paper
• Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects

  2007cites this paper
• The continuous time random walk formalism in financial markets

  2006cites this paper
• Limit theorems for continuous-time random walks in the double-array limit scheme

  2006cites this paper
• The application of continuous-time random walks in finance and economics

  2006cites this paper
• Discrete and Continuous Random Walk Models for Space-Time Fractional Diffusion

  2006cites this paper
• Parameter Estimation for the Truncated Pareto Distribution

  2006cites this paper
• Anomalous continuous-time random-walk spectral diffusion in coherent third-order optical response.

  2006cites this paper
• Estimation of Parameters of Fractional Stable Distributions

  2004cites this paper
• Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation.

  2004cites this paper
• On multiple-particle continuous-time random walks

  2004cites this paper
• Discrete and Continuous Random Walk Models for Space-Time Fractional Diffusion

  2004cites this paper
• Limit theorems for continuous-time random walks with infinite mean waiting times

  2004influential citation
• Hopping models of charge transfer in a complex environment: coupled memory continuous-time random walk approach.

  2004cites this paper