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

DOI10.1016/S0304-4149(99)00036-8zbMATH Open0997.60079arXivmath/9812165OpenAlexW2078587141MaRDI QIDQ1613617FDOQ1613617

Authors: Endre Csáki, Zhan Shi, W. König 

Publication date: 29 August 2002

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

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.

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

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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)

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Cited In (15)

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

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