Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions

DOI10.1215/kjm/1256219156zbMath1205.60082arXiv0805.3054OpenAlexW2949780843MaRDI QIDQ2654720

Serge Cohen, Clément Dombry

Publication date: 21 January 2010

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.3054

zbMATH Keywords

fractional Brownian motionheavy tailsrandom scenerydependent random walksfractional random reward

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Processes in random environments (60K37) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Choquet random sup-measures with aggregations ⋮ Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ A local limit theorem for random walks in random scenery and on randomly oriented lattices ⋮ Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction ⋮ A class of asymptotically self-similar stable processes with stationary increments

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