کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155695 | 958759 | 2013 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent random variables (r.v.), respectively. The aim of this paper is to explain the occurrence of different limit processes for CTRWs with forward- or backward-coupling in Straka and Henry (2011) [37] using marked point processes. We also establish a series representation for the different limits. The methods used also allow us to solve an open problem concerning residual order statistics by LePage (1981) [20].
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 3, March 2013, Pages 796-812
Journal: Stochastic Processes and their Applications - Volume 123, Issue 3, March 2013, Pages 796-812
نویسندگان
A. Barczyk, P. Kern,