Chover-type laws of the iterated logarithm for continuous time random walks. (English) Zbl 1251.60069

Hwang, Kyo-Shin; Wang, Wensheng

J. Appl. Math. 2012, Article ID 906373, 13 p. (2012).

Summary: 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 Chover-type laws of the iterated logarithm for continuous time random walks with jumps and waiting times in the domains of attraction of stable laws.

MSC:

60K20

Applications of Markov renewal processes (reliability, queueing networks, etc.)

Keywords:

Chover-type laws; iterated logarithm; continuous time random walks

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