A self-similar process arising from a random walk with random environment in random scenery

DOI10.3150/09-BEJ234zbMath1284.60078arXiv1102.5241MaRDI QIDQ637083

Tatsuhiko Saigo, Brice Franke

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.5241

zbMATH Keywords

random environment; random walk; random scenery; birth-death process; self-similar process

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K37: Processes in random environments

60G18: Self-similar stochastic processes

Cites Work

• Laplace operator and random walk on one-dimensional nonhomogeneous lattice
• On birth and death processes in symmetric random environment
• Some self-similar processes related to local times
• Local times for a class of Markoff processes
• A one-dimensional birth and death process in random environment
• A limit theorem related to a new class of self similar processes
• Strongly correlated random fields as observed by a random walker
• Limit theorems related to a class of operator-self-similar processes
• Distances of Probability Measures and Random Variables
• A class of semi-selfsimilar processes related to random walks in random scenery
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