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