Limit theorems for randomly coarse grained continuous time random walks:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Warszawa
Inst. of Mathematics, Polish Acad. of Sciences
2005
|
| Schriftenreihe: | Dissertationes mathematicae
431 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 45, III S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | Titel: Limit theorems for randomly coarse grained continuous time random walks
Autor: Jurlewicz, Agnieszka
Jahr: 2005
CONTENTS
1. Introduction......................................................................................................................................................5
2. Preliminaries..............................................................................................................................................7
2.1. Stable distributions................................................................................................................................7
2.2. Renewal theory........................................................................................................................................11
2.3. Randomly indexed sequences............................................................................................................13
3. Continuous-time random walks (CTRW)..............................................................................................14
4. Random coarse graining (RCG) of CTRW........................................................................................17
4.1. Definition..................................................................................................................................................17
4.2. Some properties of the compound counting process..................................................................19
5. Asymptotic behavior of randomly coarse grained CTRWs..............................................................21
6. Consequences of the RCG transformation for CTRW theory........................................................36
7. CTRW-like processes....................................................................................................................................41
References................................................................................................................................................................43
2000 Mathematics Subject Classification: 60E07, 60F05, 60G50, 82C31, 82C44.
Key words and phrases: continuous-time random walk; limit theorem; stable distribution; random
sum; random index; coarse graining; renormalization group; relaxation phenomenon.
Received 30.7.2003; revised version 5.10.2004.
[3]
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| indexdate | 2024-07-09T20:10:20Z |
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| language | English |
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| publishDate | 2005 |
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| publisher | Inst. of Mathematics, Polish Acad. of Sciences |
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| series | Dissertationes mathematicae |
| series2 | Dissertationes mathematicae |
| spelling | Jurlewicz, Agnieszka Verfasser aut Limit theorems for randomly coarse grained continuous time random walks Agnieszka Jurlewicz Limit theorems for randomly coarse grained continuous-time random walks Warszawa Inst. of Mathematics, Polish Acad. of Sciences 2005 45, III S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Dissertationes mathematicae 431 Mathematisches Modell Dielectric relaxation Mathematical models Limit theorems (Probability theory) Random walks (Mathematics) Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 s DE-604 Irrfahrtsproblem (DE-588)4162442-7 s Dissertationes mathematicae 431 (DE-604)BV000003039 431 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013315198&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jurlewicz, Agnieszka Limit theorems for randomly coarse grained continuous time random walks Dissertationes mathematicae Mathematisches Modell Dielectric relaxation Mathematical models Limit theorems (Probability theory) Random walks (Mathematics) Grenzwertsatz (DE-588)4158163-5 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| subject_GND | (DE-588)4158163-5 (DE-588)4162442-7 |
| title | Limit theorems for randomly coarse grained continuous time random walks |
| title_alt | Limit theorems for randomly coarse grained continuous-time random walks |
| title_auth | Limit theorems for randomly coarse grained continuous time random walks |
| title_exact_search | Limit theorems for randomly coarse grained continuous time random walks |
| title_full | Limit theorems for randomly coarse grained continuous time random walks Agnieszka Jurlewicz |
| title_fullStr | Limit theorems for randomly coarse grained continuous time random walks Agnieszka Jurlewicz |
| title_full_unstemmed | Limit theorems for randomly coarse grained continuous time random walks Agnieszka Jurlewicz |
| title_short | Limit theorems for randomly coarse grained continuous time random walks |
| title_sort | limit theorems for randomly coarse grained continuous time random walks |
| topic | Mathematisches Modell Dielectric relaxation Mathematical models Limit theorems (Probability theory) Random walks (Mathematics) Grenzwertsatz (DE-588)4158163-5 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| topic_facet | Mathematisches Modell Dielectric relaxation Mathematical models Limit theorems (Probability theory) Random walks (Mathematics) Grenzwertsatz Irrfahrtsproblem |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013315198&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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| work_keys_str_mv | AT jurlewiczagnieszka limittheoremsforrandomlycoarsegrainedcontinuoustimerandomwalks |