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arxiv: 1709.02141 · v2 · pith:I3RFRURHnew · submitted 2017-09-07 · 🧮 math.PR

Continuous time random walk as a random walk in a random environment

classification 🧮 math.PR
keywords randomwalkalphacontinuousconvergencectrwdenseenvironment
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We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution of finite mean. Applied to Continuous Time Random Walk(CTRW) \'a la Montroll and Wiess we show that CTRW with renewal times in a weakly dense set of $DOA\left(\alpha\right)$ can be realized as random walk in a random environment. We find the quenched limit and give a bound on the error of the approximation.

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