Meerschaert, Mark M.; Scheffler, Hans-Peter - In: Stochastic Processes and their Applications 118 (2008) 9, pp. 1606-1633
A continuous time random walk (CTRW) is a random walk subordinated to a renewal process, used in physics to model anomalous diffusion. Transition densities of CTRW scaling limits solve fractional diffusion equations. This paper develops more general limit theorems, based on triangular arrays,...