Long-range Trap Models on and Quasistable Processes

Autor(es)

Barreto-Souza, W. ^[1] ; Fontes, L. R. G. ^[1]

Afiliação do(s) autor(es)

^[1] Univ Sao Paulo, Inst Matemat & Estat, Sao Paulo - Brazil

• Tipo de documento: Artigo Científico
• Fonte: JOURNAL OF THEORETICAL PROBABILITY; v. 28, n. 4, p. 1500-1519, DEC 2015.
• Citações Web of Science: 1

Resumo

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)

• Processo FAPESP: 09/52379-8 - Modelagem estocástica de sistemas interagentes
• Beneficiário: Fabio Prates Machado
• Modalidade de apoio: Auxílio à Pesquisa - Temático