Electronic Journal of Probability
- Electron. J. Probab.
- Volume 21 (2016), paper no. 7, 17 pp.
Aging uncoupled continuous time random walk limits
Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWLs) which are Levy processes time changed by the inverse stable subordinator of index $0 < \alpha < 1$. We apply a recent method developed by Meerscheart and Straka of finding the finite dimensional distributions of CTRWL, to obtaining the aging process’s finite dimensional distributions, self-similarity-like property, asymptotic behavior and its Fractional Fokker-Planck equation(FFPE).
Electron. J. Probab., Volume 21 (2016), paper no. 7, 17 pp.
Received: 22 September 2015
Accepted: 9 November 2015
First available in Project Euclid: 5 February 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G50: Sums of independent random variables; random walks 60F17: Functional limit theorems; invariance principles
Secondary: 82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) [See also 60H10]
Busani, Ofer. Aging uncoupled continuous time random walk limits. Electron. J. Probab. 21 (2016), paper no. 7, 17 pp. doi:10.1214/16-EJP3802. https://projecteuclid.org/euclid.ejp/1454682888