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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Long-range Trap Models on and Quasistable Processes

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Author(s):
Barreto-Souza, W. [1] ; Fontes, L. R. G. [1]
Total Authors: 2
Affiliation:
[1] Univ Sao Paulo, Inst Matemat & Estat, Sao Paulo - Brazil
Total Affiliations: 1
Document type: Journal article
Source: JOURNAL OF THEORETICAL PROBABILITY; v. 28, n. 4, p. 1500-1519, DEC 2015.
Web of Science Citations: 1
Abstract

Let be a mean zero -stable random walk on with inhomogeneous jump rates , with and a family of independent random variables with common marginal distribution in the basin of attraction of an -stable law, . In this paper, we derive results about the long-time behavior of this process, in particular its scaling limit, given by a -stable process time changed by the inverse of another process, involving the local time of the -stable process and an independent -stable subordinator; we call the resulting process a quasistable process. Another such result concerns aging. We obtain an (integrated) aging result for chi. (AU)

FAPESP's process: 09/52379-8 - Stochastic modeling of interacting systems
Grantee:Fabio Prates Machado
Support Opportunities: Research Projects - Thematic Grants