Continuous time random walk as a random walk in a random environment
Probability
2017-09-12 v2
Abstract
We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index ( the functional stable convergence is a time-changed renewal convergence of distribution of finite mean. Applied to Continuous Time Random Walk(CTRW) \'a la Montroll and Wiess we show that CTRW with renewal times in a weakly dense set of can be realized as random walk in a random environment. We find the quenched limit and give a bound on the error of the approximation.
Cite
@article{arxiv.1709.02141,
title = {Continuous time random walk as a random walk in a random environment},
author = {Ofer Busani},
journal= {arXiv preprint arXiv:1709.02141},
year = {2017}
}