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Chover‐Type Laws of the Iterated Logarithm for Continuous Time Random Walks

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  • Kyo-Shin Hwang
  • Wensheng Wang

Abstract

A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish Chover‐type laws of the iterated logarithm for continuous time random walks with jumps and waiting times in the domains of attraction of stable laws.

Suggested Citation

  • Kyo-Shin Hwang & Wensheng Wang, 2012. "Chover‐Type Laws of the Iterated Logarithm for Continuous Time Random Walks," Journal of Applied Mathematics, John Wiley & Sons, vol. 2012(1).
    • Handle: RePEc:wly:jnljam:v:2012:y:2012:i:1:n:906373
    DOI: 10.1155/2012/906373
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    References listed on IDEAS

    as
    1. Peng, Liang & Qi, Yongcheng, 2003. "Chover-type laws of the iterated logarithm for weighted sums," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 401-410, December.
    2. Meerschaert, Mark M. & Scalas, Enrico, 2006. "Coupled continuous time random walks in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 114-118.
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