Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. (English) Zbl 1451.60037 J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020). Summary: Continuous time random walks (CTRWs) have random waiting times between particle jumps. We establish fractional diffusion approximation via correlated CTRWs. Instead of a random walk modeling particle jumps in the classical CTRW model, we use discrete-time Markov chain with correlated steps. The waiting times are selected from the domain of attraction of a stable law. Cited in 3 Documents MSC: 60F17 Functional limit theorems; invariance principles 60J60 Diffusion processes 60K50 Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) Keywords:fractional diffusion approximation; Skorokhod topology; fractional diffusions; correlated continuous time random walks; Markov chains; Pearson diffusions PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020; Zbl 1451.60037) Full Text: DOI Link References: [1] Avram, F.; Leonenko, N. N.; Šuvak, N., Parameter estimation for Fisher Snedecor diffusion, Statistics, 45, 1, 27-42 (2011) · Zbl 1283.60066 [2] Avram, F.; Leonenko, N. N.; Šuvak, N., Hypothesis testing for Fisher Snedecor diffusion, J. Stat. Plan. Inference, 142, 8, 2308-2321 (2012) · Zbl 1244.62118 [3] Avram, F.; Leonenko, N. 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