A self-similar process arising from a random walk with random environment in random scenery

DOI10.3150/09-BEJ234MaRDI QIDQ637083zbMATH OpenFDO

Authors Brice Franke, Tatsuhiko Saigo

Publication date 2 September 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.5241

zbMATH Keywords

random walkbirth-death processrandom environmentself-similar processrandom scenery

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Self-similar stochastic processes (60G18)

Abstract: In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion in an i.i.d. environment and observes an i.i.d. scenery along its path. We assume that the scenery is in the domain of attraction of a stable distribution and prove that the resulting observations satisfy a limit theorem. The resulting limit process is a self-similar stochastic process with non-trivial dependencies.

Recommendations

• A class of semi-selfsimilar processes related to random walks in random scenery
• scientific article; zbMATH DE number 1154132
• scientific article; zbMATH DE number 6458605
• Random walks in a random environment
• scientific article; zbMATH DE number 4069960
• scientific article; zbMATH DE number 2070282
• The sequential empirical process of a random walk in random scenery
• scientific article; zbMATH DE number 1854221
• scientific article; zbMATH DE number 5235879
• Random walks in random environments

Cites work

• scientific article; zbMATH DE number 2186516 (Why is no real title available?)
• scientific article; zbMATH DE number 3124312 (Why is no real title available?)
• scientific article; zbMATH DE number 3729758 (Why is no real title available?)
• scientific article; zbMATH DE number 3787778 (Why is no real title available?)
• scientific article; zbMATH DE number 3459684 (Why is no real title available?)
• scientific article; zbMATH DE number 3560403 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A class of semi-selfsimilar processes related to random walks in random scenery
• A limit theorem related to a new class of self similar processes
• A one-dimensional birth and death process in random environment
• Analysis.
• Distances of Probability Measures and Random Variables
• Laplace operator and random walk on one-dimensional nonhomogeneous lattice
• Limit theorems related to a class of operator-self-similar processes
• Local times for a class of Markoff processes
• On birth and death processes in symmetric random environment
• Some self-similar processes related to local times
• Strongly correlated random fields as observed by a random walker

Cited in

(6)

• A class of semi-selfsimilar processes related to random walks in random scenery
• Convergence theorems for semi-selfsimilar processes induced by random motions in random environments
• scientific article; zbMATH DE number 2186516 (Why is no real title available?)
• The extremes of a random scenery as seen by a random walk in a random environment
• scientific article; zbMATH DE number 5235879 (Why is no real title available?)
• The sequential empirical process of a random walk in random scenery

This page was built for publication: A self-similar process arising from a random walk with random environment in random scenery

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q637083)