Limit theorems for continuous time random walks with slowly varying waiting times
Continuous time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. When the time between particle jumps has a slowly varying probability tail, the resulting plume disperses at a slowly varying rate. The limiting stochastic process is useful for modeling ultraslow diffusion in physics.
Year of publication: |
2005
|
---|---|
Authors: | Meerschaert, Mark M. ; Scheffler, Hans-Peter |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 71.2005, 1, p. 15-22
|
Publisher: |
Elsevier |
Keywords: | Anomalous diffusion Operator stable law Continuous time random walk Fractional derivative |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Triangular array limits for continuous time random walks
Meerschaert, Mark M., (2008)
-
Operator scaling stable random fields
Biermé, Hermine, (2007)
-
Stochastic model for ultraslow diffusion
Meerschaert, Mark M., (2006)
- More ...