Random walks in doubly random scenery
Probability
2018-02-27 v1
Abstract
We provide a random walk in random scenery representation of a new class of stable self-similar processes with stationary increments introduced recently by Jung, Owada and Samorodnitsky. In the functional limit theorem they provided, only a single instance of this class arose as a limit. We construct a model in which a significant portion of processes in this new class is obtained as a limit.
Cite
@article{arxiv.1802.09038,
title = {Random walks in doubly random scenery},
author = {Łukasz Treszczotko},
journal= {arXiv preprint arXiv:1802.09038},
year = {2018}
}