Geodesic
On fully coupled continuous time random walks
W. Szczotka 1   ; P. Żebrowski 1
1 Institute of Mathematics University of Wrocław 50-384 Wrocław, Poland
Applicationes Mathematicae, Tome 39 (2012) no. 1, pp. 87-102 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

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 
@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},
     year = {2012},
     volume = {39},
     number = {1},
     doi = {10.4064/am39-1-6},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am39-1-6/}
}
TY  - JOUR
AU  - W. Szczotka
AU  - P. Żebrowski
TI  - On fully coupled continuous time
 random walks
JO  - Applicationes Mathematicae
PY  - 2012
SP  - 87
EP  - 102
VL  - 39
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am39-1-6/
DO  - 10.4064/am39-1-6
LA  - en
ID  - 10_4064_am39_1_6
ER  - 
%0 Journal Article
%A W. Szczotka
%A P. Żebrowski
%T On fully coupled continuous time
 random walks
%J Applicationes Mathematicae
%D 2012
%P 87-102
%V 39
%N 1
%U http://geodesic.mathdoc.fr/articles/10.4064/am39-1-6/
%R 10.4064/am39-1-6
%G en
%F 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

Cité par Sources :