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

被引：10

作者：

Meerschaert, MM ^{[1
]}

Scheffler, HP

机构：

[1] Univ Nevada, Dept Math & Stat, Grad Program Hydrol Sci, Reno, NV 89557 USA

[2] Univ Nevada, Dept Phys, Reno, NV 89557 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2005年 / 71卷 / 01期

关键词：

anomalous diffusion; operator stable law; continuous time random walk; fractional derivative;

D O I：

10.1016/j.spl.2004.10.030

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 tall, the resulting plume disperses at a slowly varying rate. The limiting stochastic process is useful for modeling ultraslow diffusion in physics. (C) 2004 Elsevier B.V. All rights reserved.

引用

页码：15 / 22

页数：8

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