On fully coupled continuous time
random walks
Applicationes Mathematicae, Tome 39 (2012) no. 1, pp. 87-102
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
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.
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
Affiliations des auteurs :
W. Szczotka 1 ; P. Żebrowski 1
@article{10_4064_am39_1_6,
author = {W. Szczotka and P. \.Zebrowski},
title = {On fully coupled continuous time
random walks},
journal = {Applicationes Mathematicae},
pages = {87--102},
publisher = {mathdoc},
volume = {39},
number = {1},
year = {2012},
doi = {10.4064/am39-1-6},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am39-1-6/}
}
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
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