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


  • Meerschaert, Mark M.
  • Scheffler, Hans-Peter


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 tail, the resulting plume disperses at a slowly varying rate. The limiting stochastic process is useful for modeling ultraslow diffusion in physics.

Suggested Citation

  • Meerschaert, Mark M. & Scheffler, Hans-Peter, 2005. "Limit theorems for continuous time random walks with slowly varying waiting times," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 15-22, January.
  • Handle: RePEc:eee:stapro:v:71:y:2005:i:1:p:15-22

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    References listed on IDEAS

    1. Ansgar Steland, 2004. "Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 60(3), pages 229-249, November.
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    Cited by:

    1. Meerschaert, Mark M. & Scheffler, Hans-Peter, 2006. "Stochastic model for ultraslow diffusion," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1215-1235, September.


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