A self normalized law of the iterated logarithm for random walk in random scenery
From author's abstract: ``Let \(X,X_i,i\geq 1\) be a sequence of i.i.d random vectors in \(Z^d\). Let \(S_0=0\) and, for \(n\geq 1\), let \(S_n=X_1+ \cdots +X_n\). Let \(Y, Y(\alpha), \alpha\in Z^d\), be i.i.d. \(R\)- valued random variables which are independent of the \(X_i\). Let \(Z_n= Y(S_0)+\cdots +Y(S_n)\). We will call \(Z_n\) a \textsl{random walk in random scenery}. In this paper, a randomly normalized law of the iterated logarithm for random walks in random scenery is obtained. More precisely, let \({\mathcal F}\) be the \(\sigma\)-field generated by \(X\) and let \(L(x)=\ln(\max(n,e))\). Under fairly general conditions on the regularity of \(X\) and of the moments of \(Y\), it is shown that \[ \lim_{n\to\infty}\sup {{Z_n\over {\sqrt{2 E(Z^2_n | {\mathcal F}) L(L(n))}}}}=1\;\;\text{a.s.}. \]
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