On fully coupled continuous time random walks
Volume 39 / 2012
Applicationes Mathematicae 39 (2012), 87-102
MSC: Primary 60E07, 60F17; Secondary 60G50, 60G51, 60K05.
DOI: 10.4064/am39-1-6
Abstract
Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
