Limit theorems for continuous time random walks with slowly varying waiting times

Mark M. Meerschaert and Hans-Peter Scheffler

Statistics & Probability Letters, 2005, vol. 71, issue 1, 15-22

Abstract: 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.

Keywords: Anomalous; diffusion; Operator; stable; law; Continuous; time; random; walk; Fractional; derivative (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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