Journal of Applied Mathematics (Jan 2012)

Chover-Type Laws of the Iterated Logarithm for Continuous Time Random Walks

  • Kyo-Shin Hwang,
  • Wensheng Wang

DOI
https://doi.org/10.1155/2012/906373
Journal volume & issue
Vol. 2012

Abstract

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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.