Translator Disclaimer
2018 Random walks in doubly random scenery
Łukasz Treszczotko
Electron. Commun. Probab. 23(none): 1-11 (2018). DOI: 10.1214/18-ECP165

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.

Citation

Download Citation

Łukasz Treszczotko. "Random walks in doubly random scenery." Electron. Commun. Probab. 23 1 - 11, 2018. https://doi.org/10.1214/18-ECP165

Information

Received: 14 February 2018; Accepted: 17 August 2018; Published: 2018
First available in Project Euclid: 21 September 2018

zbMATH: 06964409
MathSciNet: MR3863922
Digital Object Identifier: 10.1214/18-ECP165

Subjects:
Primary: 60G18
Secondary: 60F17

JOURNAL ARTICLE
11 PAGES


SHARE
Back to Top