Limit Theorems for Continuous Time Random Walks with Slowly Varying Waiting Times

نویسندگان

  • MARK M. MEERSCHAERT
  • HANS-PETER SCHEFFLER
چکیده

Continuous time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. When the time between particle jumps has a slowly varying probability tail, the resulting plume disperses at a slowly varying rate. The limiting stochastic process is useful for modeling ultraslow diffusion in physics.

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تاریخ انتشار 2000