Strong approximation for the general Kesten-Spitzer random walk in independent random scenery

DOI10.1007/BF02876710MaRDI QIDQ1609673zbMATHFDO

Authors Lixin Zhang

Publication date 15 August 2002

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

strong approximationlocal timelaw of iterated logarithmBrownian motion in Brownian scenery

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Strong limit theorems (60F15) Processes in random environments (60K37)

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Cites work

• scientific article; zbMATH DE number 3766771 (Why is no real title available?)
• scientific article; zbMATH DE number 47625 (Why is no real title available?)
• scientific article; zbMATH DE number 635670 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• A law of the iterated logarithm for stable processes in random scenery
• A limit theorem related to a new class of self similar processes
• Almost sure invariance principles for mixing sequences of random variables
• An embedding for the Kesten-Spitzer random walk in random scenery
• Brownian local time approximated by a Wiener sheet
• The local time of iterated Brownian motion

Cited in

(8)

• Asymptotic properties for Cauchy's principal values of Brownian and random walk local time
• Strong approximation of spatial random walk in random scenery.
• Some limit properties of local time for random walk
• The strong approximation for the Kesten-Spitzer random walk
• Quenched tail estimate for the random walk in random scenery and in random layered conductance
• Some limsup results for increments of stable processes in random scenery
• On some functional of the hybrid process in random scenery
• An embedding for the Kesten-Spitzer random walk in random scenery

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