DOI

Functional limit theorems for continuous-time random walks (CTRW) are found in the general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times processes.

Язык оригиналаанглийский
Страницы (с-по)594-609
Число страниц16
ЖурналTheory of Probability and its Applications
Том53
Номер выпуска4
DOI
СостояниеОпубликовано - 2009

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности

ID: 86493773