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Continuous-time random walk between L\'evy-spaced targets in the real line

Probability 2020-01-08 v2 Statistical Mechanics Mathematical Physics math.MP

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\alpha-stable distribution with 0<α<10 < \alpha < 1. This is therefore an example of a random walk in a L\'evy random medium. Specifically, it is a generalization of a process known in the physical literature as L\'evy-Lorentz gas. We prove that the annealed version of the process is superdiffusive with scaling exponent 1/(α+1)1/(\alpha + 1) and identify the limiting process, which is not c\`adl\`ag. The proofs are based on the technique of Kesten and Spitzer for random walks in random scenery.

Keywords

Cite

@article{arxiv.1806.02278,
  title  = {Continuous-time random walk between L\'evy-spaced targets in the real line},
  author = {Alessandra Bianchi and Marco Lenci and Françoise Pène},
  journal= {arXiv preprint arXiv:1806.02278},
  year   = {2020}
}

Comments

Final version to be published in Stochastic Processes and their Applications. 27 pages

R2 v1 2026-06-23T02:21:19.974Z