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Cluster continuous time random walks

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Jurlewicz A., Meerschaert M., Scheffler H.-P.

Studia Mathematica

2011

tom 205

nr 1

13-30

In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly affects the asymptotic limit. Vector jumps are considered, along with oracle CTRW, where the process anticipates the next jump.

Ograniczanie wyników

1 Studia Mathematica

1 Jurlewicz A.

1 Meerschaert M.

1 Scheffler H.-P.

1 2011

Wyniki wyszukiwania

Cluster continuous time random walks