Limit theorem for random walk in weakly dependent random scenery (Q629792)
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English | Limit theorem for random walk in weakly dependent random scenery |
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Limit theorem for random walk in weakly dependent random scenery (English)
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10 March 2011
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The paper considers a random walk in random scenery that is the sequence of random variables \((U_n)_{n\geq0}\), where \(U_n=\sum^n_{k=0}\xi_{s_k}\), \(n\in\mathbb N\), \((S_k)_{k\geq0}\) be a random walk on \(\mathbb Z\) and \(\xi=(\xi_j)_{j\in\mathbb Z}\) a stationary random sequence of centered random variables. The authors prove a functional limit theorem under a weak dependence assumption on the scenery \(\xi\).
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random walks
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random scenery
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weak dependence
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limit theorem
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