We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal domain of attraction of an α-stable distribution with 0<1. This is therefore an example of a random walk in a Lévy random medium. Specifically, it is a generalization of a process known in the physical literature as Lévy–Lorentz gas. We prove that the annealed version of the process is superdiffusive with scaling exponent 1∕(α+1) and identify the limiting process, which is not càdlàg. The proofs are based on the technique of Kesten and Spitzer for random walks in random scenery.

Continuous-time random walk between Lévy-spaced targets in the real line

Lenci M.;
2020

Abstract

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal domain of attraction of an α-stable distribution with 0<1. This is therefore an example of a random walk in a Lévy random medium. Specifically, it is a generalization of a process known in the physical literature as Lévy–Lorentz gas. We prove that the annealed version of the process is superdiffusive with scaling exponent 1∕(α+1) and identify the limiting process, which is not càdlàg. The proofs are based on the technique of Kesten and Spitzer for random walks in random scenery.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/736903
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