On fully coupled continuous time random walks
Applicationes Mathematicae, Tome 39 (2012) no. 1, pp. 87-102.

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Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
DOI : 10.4064/am39-1-6
Keywords: continuous time random walks jump sizes equal corresponding waiting times jumps considered sufficient conditions weak convergence processes established limiting processes identified furthermore one dimensional distributions limiting processes given under additional assumption

W. Szczotka 1 ; P. Żebrowski 1

1 Institute of Mathematics University of Wrocław 50-384 Wrocław, Poland
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 random walks},
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 random walks
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 random walks
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W. Szczotka; P. Żebrowski. On fully coupled continuous time
 random walks. Applicationes Mathematicae, Tome 39 (2012) no. 1, pp. 87-102. doi : 10.4064/am39-1-6. http://geodesic.mathdoc.fr/articles/10.4064/am39-1-6/

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