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arXiv · 1802.09038

Random walks in doubly random scenery

Łukasz Treszczotko
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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.

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Łukasz Treszczotko. 2018-02-25. Random walks in doubly random scenery. https://arxiv.org/abs/1802.09038

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