Continuous-time random walk between Lévy-spaced targets in the real line

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal domain of attraction of an $α$-stable distribution with $0 < α< 1$. This is therefore an example of a random walk in a Lévy random medium. Specifically, it is a generalization of a process known in the physical literature as Lévy-Lorentz gas. We prove that the annealed version of the process is superdiffusive with scaling exponent $1/(α+ 1)$ and identify the limiting process, which is not càdlàg. The proofs are based on the technique of Kesten and Spitzer for random walks in random scenery.

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