Random walks in a one-dimensional Lévy random environment
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Abstract: We consider a generalization of a one-dimensional stochastic process known in the physical literature as L'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points, whose nearest-neighbor distances are i.i.d. and long-tailed (with finite mean but possibly infinite variance). The motion is a continuous-time, constant-speed interpolation of a symmetric random walk on the marked points. We first study the quenched random walk on the point process, proving the CLT and the convergence of all the accordingly rescaled moments. Then we derive the quenched and annealed CLTs for the continuous-time process.
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Cited in
(14)- Uniformly expanding Markov maps of the real line: exactness and infinite mixing
- Symmetric random walk in random environment in one dimension
- Rare events in extreme value statistics of jump processes with power tails
- Large fluctuations and transport properties of the Lévy-Lorentz gas
- Large-time limit of the quantum Zeno effect
- Rare events in stochastic processes with sub-exponential distributions and the big jump principle
- Non-homogeneous persistent random walks and Lévy-Lorentz gas
- Transport properties and ageing for the averaged Lévy–Lorentz gas
- scientific article; zbMATH DE number 850334 (Why is no real title available?)
- Limit theorems for Lévy flights on a 1D Lévy random medium
- Diffusion limit of Lévy-Lorentz gas is Brownian motion
- Continuous-time random walk between Lévy-spaced targets in the real line
- Equivalence of position-position auto-correlations in the slicer map and the Lévy-Lorentz gas
- Torus as phase space: Weyl quantization, dequantization, and Wigner formalism
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