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Functional convergence of continuous-time random walks with continuous paths.

Authors :
Magdziarz, Marcin
Zebrowski, Piotr
Source :
Communications in Contemporary Mathematics; Jun2023, Vol. 25 Issue 5, p1-26, 26p
Publication Year :
2023

Abstract

Continuous-time random walks (CTRWs) are generic models of anomalous diffusion and fractional dynamics in statistical physics. They are typically defined in the way that their trajectories are discontinuous step functions. In this paper, we propose alternative definition of CTRWs with continuous trajectories. We also give the scaling limit theorem for sequence of such random walks. In general case this result requires the use of strong Skorohod 1 topology instead of Skorohod 1 topology, which is usually used in limit theorems for ordinary CTRW processes. We also give additional conditions under which convergence of sequence of considered random walks holds in the 1 topology. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02191997
Volume :
25
Issue :
5
Database :
Complementary Index
Journal :
Communications in Contemporary Mathematics
Publication Type :
Academic Journal
Accession number :
163312087
Full Text :
https://doi.org/10.1142/S0219199721501066