کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155777 | 958767 | 2011 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Lagging and leading coupled continuous time random walks, renewal times and their joint limits
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Lagging and leading coupled continuous time random walks, renewal times and their joint limits Lagging and leading coupled continuous time random walks, renewal times and their joint limits](/preview/png/1155777.png)
چکیده انگلیسی
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW), which models diffusion and anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to solve fractional Fokker–Planck equations. We consider limits of CTRWs which arise when both waiting times and jumps are taken from an infinitesimal triangular array. Two different limit processes are identified when waiting times precede jumps or follow jumps, respectively, together with two limit processes corresponding to the renewal times. We calculate the joint law of all four limit processes evaluated at a fixed time tt.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 2, February 2011, Pages 324–336
Journal: Stochastic Processes and their Applications - Volume 121, Issue 2, February 2011, Pages 324–336
نویسندگان
P. Straka, B.I. Henry,