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

Author

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

Abstract

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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    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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