Before revision: We are introducing the new family of the Continuous Time Random Walks (CTRW) with long-term memory within consecutive waiting times. This memory is introduced to the model by the assumption that consecutive waiting times are the analog of CTRW themselves.
After revision: We are introducing the new family of the Continuous Time Random Walks (CTRW) with long-term memory within the sequence of time intervals between observations are missing. Here, we fill this gap by introducing a new family of CTRWs. The memory is introduced to the model by the assumption that consecutive waiting times are the analog of CTRW themselves.