  The well-scaled transition to the diffusion limit in the framework of the
theory of continuous-time random walk (CTRW)is presented starting from its
representation as an infinite series that points out the subordinated character
of the CTRW itself. We treat the CTRW as a combination of a random walk on the
axis of physical time with a random walk in space, both walks happening in
discrete operational time. In the continuum limit we obtain a generally
non-Markovian diffusion process governed by a space-time fractional diffusion
equation. The essential assumption is that the probabilities for waiting times
and jump-widths behave asymptotically like powers with negative exponents
related to the orders of the fractional derivatives. By what we call parametric
subordination, applied to a combination of a Markov process with a positively
oriented L\'evy process, we generate and display sample paths for some special
cases.
