Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
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DOI: 10.1016/j.spa.2012.10.013
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References listed on IDEAS
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2008. "Triangular array limits for continuous time random walks," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1606-1633, September.
- Ward Whitt, 1980. "Some Useful Functions for Functional Limit Theorems," Mathematics of Operations Research, INFORMS, vol. 5(1), pages 67-85, February.
- Straka, P. & Henry, B.I., 2011. "Lagging and leading coupled continuous time random walks, renewal times and their joint limits," Stochastic Processes and their Applications, Elsevier, vol. 121(2), pages 324-336, February.
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- Scalas, Enrico & Viles, Noèlia, 2014. "A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 385-410.
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Keywords
Continuous time random walk; Operator stable law; Lévy process; Marked point process; Order statistics; Series representation;All these keywords.
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