Some limsup results for increments of stable processes in random scenery

DOI10.1631/jzus.2002.0579zbMath1036.60043OpenAlexW109198981MaRDI QIDQ4456370

Wei Huang

Publication date: 16 March 2004

Published in: Journal of Zhejiang University-SCIENCE A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1631/jzus.2002.0579

zbMATH Keywords

local timerandom walk in random sceneryincrementslag increments

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Cites Work

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• Strong limit theorems
• Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
• An embedding for the Kesten-Spitzer 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
• The strong approximation for the Kesten-Spitzer random walk

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