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Asymptotic solutions of decoupled continuous-time random walks with superheavy-tailed waiting time and heavy-tailed jump length distributions

机译:带解耦的连续随机随机游走渐近解   超重尾等待时间和重尾跳跃长度分布

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摘要

We study the long-time behavior of decoupled continuous-time random walkscharacterized by superheavy-tailed distributions of waiting times and symmetricheavy-tailed distributions of jump lengths. Our main quantity of interest isthe limiting probability density of the position of the walker multiplied by ascaling function of time. We show that the probability density of the scaledwalker position converges in the long-time limit to a non-degenerate one onlyif the scaling function behaves in a certain way. This function as well as thelimiting probability density are determined in explicit form. Also, we expressthe limiting probability density which has heavy tails in terms of the Fox$H$-function and find its behavior for small and large distances.
机译:我们研究了以等待时间的超重尾分布和跳跃长度的对称重尾分布为特征的解耦连续时间随机游动的长期行为。我们感兴趣的主要数量是步行者位置的极限概率密度乘以时间的缩放函数。我们表明,只有当缩放函数以某种方式运行时,缩放行者位置的概率密度才能在长时间限制内收敛到一个非退化的行列。该函数以及极限概率密度以显式形式确定。同样,我们用Fox $ H $函数表示具有大量尾巴的极限概率密度,并找到其在小距离和大距离下的行为。

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