CHAIN DEPENDENT CONTINUOUS TIME RANDOM WALK
Władysław Szczotka
Piotr Żebrowski
Abstract: An asymptotic behavior of a continuous time random walk is investigated in the case
when the sequence of pairs of jump vectors and times between jumps is chain dependent.
2000 AMS Mathematics Subject Classification: Primary: 60G50, 60F17; Secondary:
60H30.
Keywords and phrases: Continuous time random walk, chain dependence, Lévy
process, Lévy measure.