Limit theorems for additive functionals of random walks in random scenery
The authors study the asymptotic behaviour of additive functionals of random walks in random scenery (RWRS). It is the process defined as follows: \[Z_n :=\sum_{k=0}^{n-1}\xi_{S_k}=\sum_{y\in \mathbb{Z}}\xi_yN_n(y),\] where \(S\) is a random walk, \(N_n(y)\) stands for the local time of \(S\) at position \(y\) before time \(n\). This process was first studied by Borodin, Kesten and Spitzer, and it describes the evolution of the total amount won until time \(n\) by a particle moving with respect to the random walk \(S\), starting with a null amount at time \(0\) and winning the amount \(\xi_l\)` at each time the particle visits the position \(l\in \mathbb{Z}\). This process is a natural example of (strongly) stationary process with long time dependence. The authors establish bounds for the moments of the local time of this process. These bounds combined with a previous moment convergence result (and an ergodicity result) imply the convergence in distribution of additive observables (with a normalization like \(n^{1/4}\)). When the sum of the observables is null, the previous limit vanishes and the convergence in the sense of moments (with a normalization like \(n^{1/8}\)) is established.
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