Limit theorem for random walk in weakly dependent random scenery

DOI10.1214/09-AIHP353MaRDI QIDQ629792zbMATH OpenFDO

Authors Nadine Guillotin-Plantard, Clémentine Prieur

Publication date 10 March 2011

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0807.3441, https://eudml.org/doc/242307

zbMATH Keywords

limit theoremrandom sceneryrandom walksweak dependence

Mathematics Subject Classification ID

Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Dynamical systems involving maps of the interval (37E05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: Let $S=(S_k{)}_{kgeq0}$ be a random walk on $mathbbZ$ and $xi=(x{i}_i{)}_{iinmathbbZ}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of random variables $(Sigm{a}_n{)}_{ngeq0}$ where ${\displaystyle }$Sigma_n=sum_{k=0}^n xi_{S_k}, ninmathbb{N}.${\displaystyle }$ Under a weak dependence assumption on the scenery $xi$ we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).

Review text

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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Cited in

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