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

DOI10.1016/j.spa.2019.03.010zbMath1462.60056arXiv1806.02278MaRDI QIDQ2289807

Françoise Pène, Alessandra Bianchi, Marco Lenci

Publication date: 24 January 2020

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

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

zbMATH Keywords

anomalous diffusion; stable process; random walk in random scenery; Lévy-Lorentz gas; random walk on point process; Lévy random medium

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics

60F17: Functional limit theorems; invariance principles

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

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

Cites Work

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• Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
• Diffusion limit of Lévy-Lorentz gas is Brownian motion
• Non-homogeneous persistent random walks and Lévy–Lorentz gas
• A limit theorem related to a new class of self similar processes
• Distances of Probability Measures and Random Variables
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