An embedding for the Kesten-Spitzer random walk in random scenery

DOI10.1016/S0304-4149(99)00036-8MaRDI QIDQ1613617zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Zhan Shi, W. König

Publication date 29 August 2002

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9812165

zbMATH Keywords

strong approximationlocal timerandom walk in random sceneryBrownian motion in Brownian scenery

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Local time and additive functionals (60J55)

Abstract: For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis. Furthermore we explicity identify the constant in the law of iterated logarithm.

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Cited in

(15)

• A strong invariance principle for two-dimensional random walk in random scenery.
• Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise
• Corner percolation on \(\mathbb Z^{2}\) and the square root of 17
• Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
• Strong approximation of spatial random walk in random scenery.
• A local limit theorem for random walks in random scenery and on randomly oriented lattices
• Self-intersection local times of additive processes: large deviation and law of the iterated logarithm
• Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
• The strong approximation for the Kesten-Spitzer random walk
• Strong laws of large numbers for random walks in random sceneries
• 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
• Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
• On some functional of the hybrid process in random scenery
• Empirical processes for recurrent and transient random walks in random scenery

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