Random walks in doubly random scenery

Electronic Communications in Probability

Łukasz Treszczotko¹ 

关键词: local times;    Lévy processes;    stable self-similar processes;    random walks in random scenery;   

DOI  :  10.1214/18-ECP165

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

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.

【 授权许可】

CC BY