Stationarity Kernels of Continuous Time Random Walk Limits
Ofer Busani · arXiv (Cornell University) · 2014
In this paper we apply a recent method developed by M. Meerscheart and P. Straka of finding the finite dimensional distributions of Continuous Time Random Walk Limits(CTRWL), to studying the increments of the limits of uncoupled Continuous Time Random Walks(CTRW) which are Levy processes time changed by the inverse stable subordinator of index $0<\alpha<1$.We show that the distribution of the increments of such processes can be obtained by the convolution of the one dimensional distribution and a (stationary) kernel that is the pdf of a generalized beta prime distribution.