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• W4233300535 abstract "A continuous-time random walk is a simple random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper we show that, when the time between renewals has infinite mean, the scaling limit is an operator Lévy motion subordinated to the hitting time process of a classical stable subordinator. Density functions for the limit process solve a fractional Cauchy problem, the generalization of a fractional partial differential equation for Hamiltonian chaos. We also establish a functional limit theorem for random walks with jumps in the strict generalized domain of attraction of a full operator stable law, which is of some independent interest." @default.
• W4233300535 created "2022-05-12" @default.
• W4233300535 creator A5017384955 @default.
• W4233300535 creator A5052363359 @default.
• W4233300535 date "2004-09-01" @default.
• W4233300535 modified "2023-10-02" @default.
• W4233300535 title "Limit theorems for continuous-time random walks with infinite mean waiting times" @default.
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• W4233300535 doi "https://doi.org/10.1017/s002190020002043x" @default.
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