A limit theorem for a random walk in a stationary scenery coming from a hyperbolic dynamical system

arXivmath/0601735MaRDI QIDQ6476643FDOQ6476643

Françoise Pène

Publication date: 30 January 2006

Abstract: In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(x{i}_k:=f(T^k(.)){)}_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S_n{)}_n$ be a simple symmetric random walk on $Z$ independent of $(x{i}_k{)}_k$. We give examples of partially hyperbolic dynamical systems and of functions $f$ such that $n^{-3/4}(xi(S_1)+\mathrm{...}+xi(S_k))$ converges in distribution as $n$ goes to infinity.

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Partially hyperbolic systems and dominated splittings (37D30)

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