A central limit theorem for two-dimensional random walks in random sceneries (Q1822828): Difference between revisions

This paper is concerned with a random walk \(\{S_ n\), \(n\in N\}\) on \(Z^ 2\) whose increments are i.i.d. with zero mean vector and finite covariance matrix and a random scenery \(\xi\) (\(\alpha)\), \(\alpha \in Z^ 2\), the \(\xi\) 's being i.i.d. with zero mean and finite variance. It is shown that \(\sum^{n}_{i=1}\xi (S_ i)/(n \log n)^{1/2}\) satisfies a central limit theorem. A functional version is also presented.