Discrete- and continuous-time random walks in 1D L\'evy random medium

TL;DR

This paper reviews recent theoretical results on discrete and continuous-time random walks in one-dimensional Le9vy random media, focusing on models with long-tailed inter-point distances and their superdiffusive behavior.

Contribution

It provides a comprehensive account of recent theorems on generalizations and variations of Le9vy random walk models in 1D media, both discrete and continuous.

Findings

Analysis of superdiffusive properties in Le9vy-Lorentz gas models

Extensions to various time scales and media configurations

Recent theoretical developments in random walk behavior in Le9vy environments

Abstract

A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical, ecological, social) phenomena that exhibit superdiffusion as the result of interactions between an agent and a sparse, complex environment. In this note we consider the simplest non-trivial L\'evy random medium, a sequence of points in the real line with i.i.d. long-tailed distances between consecutive targets. A popular example of a continuous-time random walk in this medium is the so-called L\'evy-Lorentz gas. We give an account of a number of recent theorems on generalizations and variations of such model, in discrete and continuous time.