Scaled Brownian motion with renewal resetting
نویسندگان
چکیده
منابع مشابه
Convergence of Scaled Renewal Processes to Fractional Brownian Motion
The superposition process of independent counting renewal processes associated with a heavy-tailed interarrival time distribution is shown to converge weakly after rescaling in time and space to fractional Brownian motion, as the number of renewal processes tends to innnity. Corresponding results for continuous arrival uid processes are discussed.
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2019
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.100.012120