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arxiv: 1805.10027 · v1 · pith:2KXTLP6Anew · submitted 2018-05-25 · 🧮 math.PR

Scaling limits for L\'evy walks with rests

classification 🧮 math.PR
keywords jump-firstasymptoticinvestigatepropertiesrestswaitingwalkwalks
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In this paper we investigate the asymptotic properties of the wait-first and jump-first L\'evy walk with rest, which is a generalization of standard jump-first and jump-first L\'evy walk that assumes each waiting time in the model is a sum of two positive random variables. We investigate the asymptotic properties of the theses new-type waiting times. Next we use the previous results of this paper together with continuous mapping approach to establish the main result, which is a functional convergence in Skorokhod $\mathbb{J}_1$ topology for the L\'evy walks with rests.

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