Chain dependent continuous time random walk

• Autorzy: Szczotka W. , Żebrowski P.
• Języki publikacji: EN

Abstrakty

EN

An asymptotic behavior of a continuous time random walk is investigated in the case when the sequence of pairs of jump vectors and times between jumps is chain dependent.

Słowa kluczowe

EN

continuous time random walk; chain dependence; Lévy process; Lévy measure

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2011
• Tom: Vol. 31, Fasc. 2
• Strony: 239--261
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Szczotka W.

• Institute of Mathematics, University of Wrocław, 50-384 Wrocław, Poland

autor

Żebrowski P.

• Institute of Mathematics, University of Wrocław, 50-384 Wrocław, Poland

Bibliografia

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