Work

Scaling limits for Lévy walks with rests

Year: 2018
Type: preprint
Abstract: In this paper we investigate the asymptotic properties of the wait-first and jump-first Lévy walk with rest, which is a generalization of standard jump-first and jump-first Lévy 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 Lévy walks with rests.
Language: English
Open Access status: green
OpenAlex ID: W2803683162
Cites: 40
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Related to: 10