Asymptotic behaviour of random walks with correlated temporal structure

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 469, Issue 2159, 2013, Pages

  Magdziarz, Marcin ^a   Szczotka, Władysław ^b   Zebrowski, Piotr ^c  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b UNIVERSITY OF WROC AW   (Poland)

^c INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Continuous time random walk; Convergence in distribution; Ergodicity breaking; Langevin equation; Stable distribution; Subdiffusion

Indexed keywords

CONTINUOUS TIME SYSTEMS; RANDOM PROCESSES;

CONTINUOUS-TIME RANDOM WALK; CONVERGENCE IN DISTRIBUTION; ERGODICITY; LANGEVIN EQUATION; STABLE DISTRIBUTIONS; SUBDIFFUSION;

DIFFERENTIAL EQUATIONS;

EID: 84888189029     PISSN: 13645021     EISSN: 14712946     Source Type: Journal    
DOI: 10.1098/rspa.2013.0419     Document Type: Article

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