Chung-type law of the iterated logarithm for continuous time random walk

被引:0
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作者
Wen-sheng Wang
机构
[1] Hangzhou Dianzi University,School of Economics
[2] Hangzhou Normal University,College of Science
关键词
continuous time random walk; law of the iterated logarithm; stable law; anomalous diffusion; 60G50; 60K40; 60F17;
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学科分类号
摘要
A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.
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页码:959 / 966
页数:7
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