An embedding for the Kesten-Spitzer random walk in random scenery
The Kesten-Spitzer random walk in random scenery is the process \(K = (K(n))_{n\in N_0}\) defined by \(K(n) = \sum _{k=0}^n \sigma (S_k)\), where \(\sigma =(\sigma (x))_{x\in Z}\) denotes a sequence of i.i.d. random variables (quoted as random scenery) with \(E \sigma (0)=0\), \(E \sigma (0)^2=1\) and \(E|\sigma (0)|^p < \infty \) for all \(p>0\), and \(S = (S_k)_{k\in N_0}\) is a simple symmetric random walk on \(Z\) starting at \(S_0=0\) and independent of \(\sigma \). As the limiting continuous analogue can serve the process \(G\), which is called Brownian motion in Brownian scenery. The main result of the paper says that there is a coupling for \(K\) and \(G\), such that, with probability one, for every \(\varepsilon >0\) \[ \max _{0\leq m\leq n} \left |K(m)-G(m)\right |= o(n^{5/8}+\varepsilon),\quad n\to \infty . \] The result is a bit weaker to compare with the (earlier proved) special case of Gaussian scenery, but strong enough to yield the law of iterated logarithm for \(K\), namely \[ \limsup _{n\to \infty } {K(n)\over (n\log \log n)^{3/4}} = c_0 \quad \text{a.s.} \] with the exact value for the constant \(c_0 = 2^{5/4}/3\) which is the second main result of the paper.
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- Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
- Strong approximation of spatial random walk in random scenery.
- The strong approximation for the Kesten-Spitzer random walk
- A self normalized law of the iterated logarithm for random walk in random scenery
- A law of the iterated logarithm for stable processes in random scenery
- A limit theorem related to a new class of self similar processes
- A property of Brownian motion paths
- Asymptotics for the polaron
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- On the coverage of Strassen-type sets by sequences of Wiener processes
- Tauberian theorems of exponential type
- The free energy of the dirac polaron, an explicit solution
- The local time of iterated Brownian motion
- Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
- Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
- Quenched tail estimate for the random walk in random scenery and in random layered conductance
- Strong approximation of spatial random walk in random scenery.
- A strong invariance principle for two-dimensional random walk in random scenery.
- On some functional of the hybrid process in random scenery
- Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
- Strong laws of large numbers for random walks in random sceneries
- Self-intersection local times of additive processes: large deviation and law of the iterated logarithm
- Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise
- Some limsup results for increments of stable processes in random scenery
- Empirical processes for recurrent and transient random walks in random scenery
- The strong approximation for the Kesten-Spitzer random walk
- A local limit theorem for random walks in random scenery and on randomly oriented lattices
- Corner percolation on \(\mathbb Z^{2}\) and the square root of 17
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