Random walks in doubly random scenery

DOI10.1214/18-ECP165zbMath1414.60026arXiv1802.09038MaRDI QIDQ1990034

Łukasz Treszczotko

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09038

zbMATH Keywords

Lévy processeslocal timesstable self-similar processesrandom walks in random scenery

Mathematics Subject Classification ID

Processes in random environments (60K37) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Choquet random sup-measures with aggregations ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems

Cites Work

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• Fractional absolute moments of heavy tailed distributions
• Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
• Discrete approximation of a stable self-similar stationary increments process
• Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
• Stochastic Processes and Long Range Dependence
• A limit theorem related to a new class of self similar processes

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