Limit theorems for randomly coarse grained continuous time random walks:
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| Format: | Book |
| Language: | English |
| Published: |
Warszawa
Inst. of Mathematics, Polish Acad. of Sciences
2005
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| Series: | Dissertationes mathematicae
431 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 45, III S. graph. Darst. |
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Record in the Search Index
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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.
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| indexdate | 2025-02-26T09:01:32Z |
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| 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) Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 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) Irrfahrtsproblem (DE-588)4162442-7 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| subject_GND | (DE-588)4162442-7 (DE-588)4158163-5 |
| 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) Irrfahrtsproblem (DE-588)4162442-7 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| topic_facet | Mathematisches Modell Dielectric relaxation Mathematical models Limit theorems (Probability theory) Random walks (Mathematics) Irrfahrtsproblem Grenzwertsatz |
| 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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