A strong invariance principle for two-dimensional random walk in random scenery.

DOI10.1016/S0304-4149(00)00080-6MaRDI QIDQ1879529zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Zhan Shi, Pál Révész

Publication date 22 September 2004

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

Full work available at URL https://doi.org/10.1016/s0304-4149(00)00080-6

zbMATH Keywords

invariance principlerandom walkSkorokhod embedding

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50)

Review text

Let \(\{\mathbf S_n, n\geq 0\}\) with \(\mathbf S_0 = \mathbf 0 \) be a symmetric random walk on the lattice \(\mathbb Z^2;\) let \(\{Y(\mathbf x), \mathbf x \in \mathbb Z^2 \}\) be a collection of i.i.d. random variables with zero mean and a positive finite variance. Let \(\{Z_n ,n\geq 0\} \) be a random walk in random scenery process such that \( Z(n) = \sum _{j=0}^n Y(\mathbf S_j). \) A strong invariance principle for \(\{Z(n), n\geq 0\}\) is presented, from which weak convergence and Strassen- and Chung-type laws of the iterated logarithm follows as consequences.

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Cites work

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Cited in

(8)

• A self normalized law of the iterated logarithm for random walk in random scenery
• A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
• Scaling exponents of random walks in random sceneries.
• A central limit theorem for two-dimensional random walks in random sceneries
• Strong approximation of spatial random walk in random scenery.
• Limit theorems for one and two-dimensional random walks in random scenery
• Strong laws of large numbers for random walks in random sceneries
• Strong invariance principle for a counterbalanced random walk

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