scholarly journals Non-homogeneous persistent random walks and Lévy–Lorentz gas

2018 ◽  
Vol 2018 (8) ◽  
pp. 083209 ◽  
Author(s):  
Roberto Artuso ◽  
Giampaolo Cristadoro ◽  
Manuele Onofri ◽  
Mattia Radice
2010 ◽  
Vol 10 (02) ◽  
pp. 161-196 ◽  
Author(s):  
S. HERRMANN ◽  
P. VALLOIS

We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. We have obtained a continuous but non-Markov process (Zt) which can be easily expressed in terms of a counting process (Nt). In a particular case the counting process is a Poisson process, and (Zt) permits to represent the solution of the telegraph equation. We study in detail the Markov process ((Zt, Nt); t ≥ 0).


2019 ◽  
Vol 99 (1) ◽  
Author(s):  
Davide Vergni ◽  
Stefano Berti ◽  
Angelo Vulpiani ◽  
Massimo Cencini

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 858-892
Author(s):  
Peggy Cénac ◽  
Basile de Loynes ◽  
Yoann Offret ◽  
Arnaud Rousselle

2020 ◽  
Vol 68 ◽  
pp. 35-51
Author(s):  
Françoise Pène

We present random walks in random sceneries as well as three related models: U-statistics indexed by random walks, a model of stratified media with inhomogeneous layers (random one-way streets) and the one-dimensional Lévy-Lorentz gas (random roundabouts on a line). We present in particular results obtained in collaboration with Castell, Guillotin-Plantard, Br. Schapira, Franke, Wendler, Aurzada, Bianchi and Lenci.


2008 ◽  
Vol 5 (2) ◽  
pp. 026007 ◽  
Author(s):  
Benjamin M Friedrich

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