Asymptotic behaviour of random walks with correlated temporal structure
Asymptotic behaviour of random walks with correlated temporal structure
About this item
Full title
Asymptotic behaviour of random walks with correlated temporal structure
Author / Creator
Publisher
Royal Society
Journal title
Proceedings of the Royal Society. A, Mathematical, physical, and engineering sciences, 2013-11, Vol.469 (2159), p.1-16
Language
English
Formats
Publication information
Publisher
Royal Society
Subjects
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Scope and Contents
Contents
We introduce a continuous-time random walk process with correlated temporal structure. The dependence between consecutive waiting times is generated by weighted sums of independent random variables combined with a reflecting boundary condition. The weights are determined by the memory kernel, which belongs to the broad class of regularly varying fu...
Alternative Titles
Full title
Asymptotic behaviour of random walks with correlated temporal structure
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_jstor_primary_24507952
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_jstor_primary_24507952
Other Identifiers
ISSN
1364-5021
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