Abstract
Let \(\mathcal X=\{\mathcal X_t:\, t\ge 0,\, \mathcal X_0=0\}\) be a mean zero \(\beta \)-stable random walk on \(\mathbb {Z}\) with inhomogeneous jump rates \(\{\tau _i^{-1}: i\in \mathbb {Z}\}\), with \(\beta \in (1,2]\) and \(\{\tau _i: i\in \mathbb {Z}\}\) a family of independent random variables with common marginal distribution in the basin of attraction of an \(\alpha \)-stable law, \(\alpha \in (0,1)\). In this paper, we derive results about the long-time behavior of this process, in particular its scaling limit, given by a \(\beta \)-stable process time changed by the inverse of another process, involving the local time of the \(\beta \)-stable process and an independent \(\alpha \)-stable subordinator; we call the resulting process a quasistable process. Another such result concerns aging. We obtain an (integrated) aging result for \(\mathcal X\).
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The authors would like to thank the editors and a referee for comments to a previous version of this paper which helped improve its presentation.
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The first author was supported by a CNPq doctoral fellowship. The second author was partially supported by CNPq Grant 305760/2010-6 and FAPESP Grant 2009/52379-8.
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Barreto-Souza, W., Fontes, L.R.G. Long-range Trap Models on \(\mathbb {Z}\) and Quasistable Processes. J Theor Probab 28, 1500–1519 (2015). https://doi.org/10.1007/s10959-014-0548-x
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DOI: https://doi.org/10.1007/s10959-014-0548-x