Limit theorem for random walk in weakly dependent random scenery

DOI10.1214/09-AIHP353zbMATH Open1219.60022arXiv0807.3441MaRDI QIDQ629792FDOQ629792

Authors: Nadine Guillotin-Plantard, Clémentine Prieur 

Publication date: 10 March 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Let $S=(S_k{)}_{kgeq0}$ be a random walk on $mathbbZ$ and $xi=(x{i}_i{)}_{iinmathbbZ}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of random variables $(Sigm{a}_n{)}_{ngeq0}$ where ${\displaystyle }$Sigma_n=sum_{k=0}^n xi_{S_k}, ninmathbb{N}.${\displaystyle }$ Under a weak dependence assumption on the scenery $xi$ we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).

Full work available at URL: https://arxiv.org/abs/0807.3441

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zbMATH Keywords

weak dependencerandom walkslimit theoremrandom scenery

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Dynamical systems involving maps of the interval (37E05)

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Cited In (11)

• Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
• Title not available (Why is that?)
• The extremes of random walks in random sceneries
• A strong invariance principle for two-dimensional random walk in random scenery.
• The extremes of a random scenery as seen by a random walk in a random environment
• Renewal theorems for random walk in random scenery
• A local limit theorem for random walks in random scenery and on randomly oriented lattices
• A class of semi-selfsimilar processes related to random walks in random scenery
• Empirical processes for recurrent and transient random walks in random scenery
• Title not available (Why is that?)
• Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes

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