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

DOI10.1016/J.SPA.2019.03.010MaRDI QIDQ2289807zbMATH OpenOpenAlexFDO

Authors Alessandra Bianchi, Marco Lenci, Françoise Pène

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 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)

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.

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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
• Limit theorems for Lévy flights on a 1D Lévy random medium
• Large fluctuations and transport properties of the Lévy-Lorentz gas
• Random walks in a one-dimensional Lévy random environment
• Non-homogeneous persistent random walks and Lévy-Lorentz gas

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