Continuous-time random walk between Lévy-spaced targets in the real line

DOI10.1016/J.SPA.2019.03.010zbMATH Open1462.60056arXiv1806.02278OpenAlexW2805097354MaRDI QIDQ2289807FDOQ2289807

Authors: Alessandra Bianchi, Marco Lenci, Françoise Pène 

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal domain of attraction of an $alpha$-stable distribution with $0<alpha<1$. This is therefore an example of a random walk in a L'evy random medium. Specifically, it is a generalization of a process known in the physical literature as L'evy-Lorentz gas. We prove that the annealed version of the process is superdiffusive with scaling exponent $1/(alpha+1)$ and identify the limiting process, which is not c`adl`ag. The proofs are based on the technique of Kesten and Spitzer for random walks in random scenery.

Full work available at URL: https://arxiv.org/abs/1806.02278

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zbMATH Keywords

anomalous diffusionrandom walk on point processstable processrandom walk in random sceneryLévy-Lorentz gasLévy random medium

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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Cited In (6)

• Limit theorems and governing equations for Lévy walks
• Rare events in stochastic processes with sub-exponential distributions and the big jump principle
• Large fluctuations and transport properties of the Lévy-Lorentz gas
• Limit theorems for Lévy flights on a 1D Lévy random medium
• Non-homogeneous persistent random walks and Lévy-Lorentz gas
• Random walks in a one-dimensional Lévy random environment

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