A law of the iterated logarithm for stable processes in random scenery

DOI10.1016/S0304-4149(97)00105-1zbMath0932.60033OpenAlexW1972975460MaRDI QIDQ1805746

Thomas M. Lewis, Davar Khoshnevisan

Publication date: 18 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00105-1

zbMATH Keywords

Brownian motionGaussian processlaw of the iterated logarithmrandom walkrandom sceneryquasi-association

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Related Items (23)

An embedding for the Kesten-Spitzer random walk in random scenery ⋮ Strong approximation of spatial random walk in random scenery. ⋮ A strong invariance principle for two-dimensional random walk in random scenery. ⋮ The quenched limiting distributions of a charged-polymer model ⋮ Random walks and branching processes in correlated Gaussian environment ⋮ Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Discrete approximation of a stable self-similar stationary increments process ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE ⋮ A local limit theorem for random walks in random scenery and on randomly oriented lattices ⋮ Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction ⋮ 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 ⋮ Large deviations for intersection local times in critical dimension ⋮ The strong approximation for the Kesten-Spitzer random walk ⋮ Large deviations and renormalization for Riesz potentials of stable intersection measures ⋮ Branching processes in correlated random environment ⋮ A strong approximation theorem for quasi-associated sequences ⋮ Self-intersection local times of additive processes: large deviation and law of the iterated logarithm ⋮ The sequential empirical process of a random walk in random scenery ⋮ Global observables for RW: law of large numbers ⋮ Some limsup results for increments of stable processes in random scenery ⋮ Strong approximation for the general Kesten-Spitzer random walk in independent random scenery

Cites Work

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