Limit theorems for one and two-dimensional random walks in random scenery (Q1951508): Difference between revisions

Let \(\{\xi_y, y \in \mathbb{Z}^d\}\) and \(\{X_k, k \geq 1\}\) be two independent sequences of i.i.d. variables taking values in \(\mathbb{R}\) and \(\mathbb{Z}^d\) respectively. The sequence \(\{X_k, k \geq 1\}\) generates random walk \(\{S_n, n \geq 0\}\) in \(\mathbb{Z}^d\) which is defined as follows: \(S_0=0\), \(S_n=\sum_{k=1}^n X_k\), \(n\geq 1\). The sequence \(\{\xi_y, y \in \mathbb{Z}^d\}\) is called the random scenery. The random walk in random scenery is then defined by \(\{Z_n, n \geq 0\}\) with \(Z_0=0\), \(Z_n=\sum_{k=1}^n X_{S(k)}\), \(n\geq 1\). It is assumed that \(d=1\) or \(d=2\). Distributions of \(\xi_1\) and \(X_0\) are assumed to belong to the normal basin of stable distribution of index \(\alpha \in (0,2]\) and \(\beta \in (0,2]\). In the paper the convergence in distribution and a local limit theorem for \(Z\) are established if \(\alpha=d\) (i.e. \(\alpha=d=1\) or \(\alpha=d=2\)) and \(\beta \in (0,2]\).