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• W4366282341 startingPage "335" @default.
• W4366282341 abstract "From the initial development of probability theory to the present days, the convergence of various discrete processes to simpler continuous distributions remains at the heart of stochastic analysis. Many efforts have been devoted to functional central limit theorems (also referred to as the invariance principle), dealing with the convergence of random walks to Brownian motion. Though quite a lot of work has been conducted on the rates of convergence of the weighted sums of independent and identically distributed random variables to stable laws, the present paper is the first to supply the rates of convergence in the functional limit theorem for stable subordinators. On the other hand, there is a lot of activity on the convergence of CTRWs (continuous time random walks) to processes with memory (subordinated Markov process) described by fractional PDEs. Our second main result is the first one yielding rates of convergence in such a setting. Since CTRW approximations may be used for numeric solutions of fractional equations, we obtain, as a direct consequence of our results, the estimates for error terms in such numeric schemes." @default.
• W4366282341 created "2023-04-20" @default.
• W4366282341 creator A5044904929 @default.
• W4366282341 date "2023-04-17" @default.
• W4366282341 modified "2023-09-25" @default.
• W4366282341 title "The Rates of Convergence for Functional Limit Theorems with Stable Subordinators and for CTRW Approximations to Fractional Evolutions" @default.
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• W4366282341 doi "https://doi.org/10.3390/fractalfract7040335" @default.
• W4366282341 hasPublicationYear "2023" @default.
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