pith. sign in

arxiv: 1802.09038 · v1 · pith:GMZDCBLPnew · submitted 2018-02-25 · 🧮 math.PR

Random walks in doubly random scenery

classification 🧮 math.PR
keywords randomclasslimitprocessessceneryaroseconstructdoubly
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.