Limit theorem for continuous-time random walks with two time scales

@article{BeckerKern2004LimitTF,
  title={Limit theorem for continuous-time random walks with two time scales},
  author={Peter Becker-Kern and Mark M. Meerschaert and Hans-Peter Scheffler},
  journal={Journal of Applied Probability},
  year={2004},
  volume={41},
  pages={455 - 466}
}
Continuous-time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. A physically realistic rescaling uses two different time scales for the mean waiting time and the deviation from the mean. This paper derives the scaling limits for such processes. These limit processes are governed by fractional partial differential equations that may be useful in physics. A transfer theorem for weak convergence of finite-dimensional… 
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  • Scheffler
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