Scaling limits for L\'evy walks with rests
Probability
2018-05-28 v1
Abstract
In this paper we investigate the asymptotic properties of the wait-first and jump-first L\'evy walk with rest, which is a generalization of standard jump-first and jump-first L\'evy walk that assumes each waiting time in the model is a sum of two positive random variables. We investigate the asymptotic properties of the theses new-type waiting times. Next we use the previous results of this paper together with continuous mapping approach to establish the main result, which is a functional convergence in Skorokhod topology for the L\'evy walks with rests.
Cite
@article{arxiv.1805.10027,
title = {Scaling limits for L\'evy walks with rests},
author = {Marek Teuerle},
journal= {arXiv preprint arXiv:1805.10027},
year = {2018}
}