We consider a generalization of a one-dimensional stochastic process known in the physical literature as Lévy-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.

Bianchi, A., Cristadoro, G., Lenci, M., Ligabò, M. (2016). Random Walks in a One-Dimensional Lévy Random Environment. JOURNAL OF STATISTICAL PHYSICS, 163(1), 22-40 [10.1007/s10955-016-1469-0].

Random Walks in a One-Dimensional Lévy Random Environment

CRISTADORO, GIAMPAOLO;LENCI, MARCO;
2016

Abstract

We consider a generalization of a one-dimensional stochastic process known in the physical literature as Lévy-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.
2016
Bianchi, A., Cristadoro, G., Lenci, M., Ligabò, M. (2016). Random Walks in a One-Dimensional Lévy Random Environment. JOURNAL OF STATISTICAL PHYSICS, 163(1), 22-40 [10.1007/s10955-016-1469-0].
Bianchi, Alessandra; Cristadoro, Giampaolo; Lenci, Marco; Ligabò, Marilena
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/549417
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