The Annals of Probability · 2007 · 88 citations · 16 references
Natural SciencesMathematicsPhysicsProbability TheoryStochastic ProcessesTheoretical PhysicsBrownian MotionDiffusion ProcessesDissipative SystemsMarkov ChainsMarkov ProcessesStatistical MechanicsBrownian Motion ModelsRandom Time ChangeRandom Walk Limit TheoremsRandom Walk LimitsSubordinators
We give the “quenched” scaling limit of Bouchaud’s trap model in d≥2. This scaling limit is the fractional-kinetics process, that is the time change of a d-dimensional Brownian motion by the inverse of an independent α-stable subordinator.
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An Introduction to Probability Theory.
Bert Fristedt, P. A. P. Moran · Journal of the American Statistical Association · 1986 · 3.4K citations
Elliott W. Montroll, George H. Weiss · Journal of Mathematical Physics · 1965 · 2.8K citations