{"paper":{"title":"Asymptotic properties of Brownian motion delayed by inverse subordinators","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Marcin Magdziarz, Rene L. Schilling","submitted_at":"2013-11-23T19:59:24Z","abstract_excerpt":"We study the asymptotic behaviour of the time-changed stochastic process $\\vphantom{X}^f\\!X(t)=B(\\vphantom{S}^f\\!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $\\vphantom{S}^f\\!S$ is the (generalized) inverse of a subordinator, i.e. the first-passage time process corresponding to an increasing L\\'evy process with Laplace exponent $f$. This type of processes plays an important role in statistical physics in the modeling of anomalous subdiffusive dynamics. The main result of the paper is the proof of the mixing property for the sequence of stationary increments of a subdiff"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1311.6043","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}