Random walks in doubly random scenery

2018/02/25 by Treszczotko, Łukasz
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1802.09038

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.

Related

• The Sequential Empirical Process of a Random Walk in Random Scenery
• Discrete approximation of a stable self-similar stationary increments process
• Iterated random walks in random scenery (PAPAPA)
• Random Markov property for random walks in random environments
• On the local time of random processes in random scenery