Limit theorems for continuous time random walks with slowly varying waiting times

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Abstract

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. © 2004 Elsevier B.V. All rights reserved.

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Meerschaert, M. M., & Scheffler, H. P. (2005). Limit theorems for continuous time random walks with slowly varying waiting times. Statistics and Probability Letters, 71(1), 15–22. https://doi.org/10.1016/j.spl.2004.10.030

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