Limit theorem for random walk in weakly dependent random scenery

Abstract: Let

S = (S_{k})_{k g e q 0}

be a random walk on

m a t h b b Z

and

x i = (x i_{i})_{i i n m a t h b b Z}

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

(S i g m a_{n})_{n g e q 0}

where

Sigma_n=sum_{k=0}^n xi_{S_k}, ninmathbb{N}.

Under a weak dependence assumption on the scenery

x i

we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).

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