Chover‐Type Laws of the Iterated Logarithm for Continuous Time Random Walks

Kyo-Shin Hwang and Wensheng Wang

Journal of Applied Mathematics, 2012, vol. 2012, issue 1

Abstract: A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish Chover‐type laws of the iterated logarithm for continuous time random walks with jumps and waiting times in the domains of attraction of stable laws.

Date: 2012
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https://doi.org/10.1155/2012/906373

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:906373

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