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 environmentrandom walkrandom scenerybirth-death processself-similar process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Self-similar stochastic processes (60G18)

Cites Work

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• Limit theorems related to a class of operator-self-similar processes
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• A class of semi-selfsimilar processes related to random walks in random scenery

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