Random walks in a one-dimensional Lévy random environment

DOI10.1007/S10955-016-1469-0zbMATH Open1343.82039arXiv1411.0586OpenAlexW3099775668WikidataQ62384008 ScholiaQ62384008MaRDI QIDQ288192FDOQ288192

Marco Lenci, Alessandra Bianchi, Marilena Ligabò, Giampaolo Cristadoro

Publication date: 25 May 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1411.0586

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zbMATH Keywords

central limit theoremconvergence of momentsrandom walk in random environmentrandom walk on point processLévy walkLévy-Lorentz gasLévy environment

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

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Cited In (14)

• Rare events in stochastic processes with sub-exponential distributions and the big jump principle
• Rare events in extreme value statistics of jump processes with power tails
• Large fluctuations and transport properties of the Lévy-Lorentz gas
• 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
• Symmetric random walk in random environment in one dimension
• Large-time limit of the quantum Zeno effect
• Non-homogeneous persistent random walks and Lévy–Lorentz gas
• Uniformly expanding Markov maps of the real line: exactness and infinite mixing
• Transport properties and ageing for the averaged Lévy–Lorentz gas
• Title not available (Why is that?)
• Torus as phase space: Weyl quantization, dequantization, and Wigner formalism
• Equivalence of position–position auto-correlations in the Slicer Map and the Lévy–Lorentz gas

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