A local limit theorem for random walks in random scenery and on randomly oriented lattices

DOI10.1214/10-AOP606MaRDI QIDQ653299zbMATH OpenOpenAlexFDO

Authors Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira

Publication date 9 January 2012

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1002.1878

zbMATH Keywords

local limit theoremstable processrandom walk in random sceneryrandom walk on randomly oriented lattices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stable stochastic processes (60G52)

Abstract: Random walks in random scenery are processes defined by $Z_n:=su{m}_{k=1}^{n}x{i}_{X_1+\mathrm{...}+X_k}$, where $(X_k,kge1)$ and $(x{i}_y,yinmathbbZ)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $alphain(0,2]$ and $$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $alphaeq1$ and as $noinfty$, of $n^{-delta}{Z}_n$, for some suitable $delta>0$ depending on $alpha$ and $$. Here we are interested in the convergence, as $noinfty$, of $n^{d}eltamathbbP(Z_n=lfloor{n}^{delta}xfloor)$, when $xinRR$ is fixed. We also consider the case of random walks on randomly oriented lattices for which we obtain similar results.

Recommendations

• Limit theorems for one and two-dimensional random walks in random scenery
• Renewal theorems for random walk in random scenery
• Quenched central limit theorems for random walks in random scenery
• On the local time of random processes in random scenery
• Empirical processes for recurrent and transient random walks in random scenery

Cites work

• scientific article; zbMATH DE number 3649731 (Why is no real title available?)
• scientific article; zbMATH DE number 3658750 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 48363 (Why is no real title available?)
• scientific article; zbMATH DE number 2051869 (Why is no real title available?)
• scientific article; zbMATH DE number 3288283 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• A central limit theorem for two-dimensional random walks in random sceneries
• A functional approach for random walks in random sceneries
• A functional limit theorem for a 2D-random walk with dependent marginals
• A law of the iterated logarithm for stable processes in random scenery
• A limit theorem related to a new class of self similar processes
• An embedding for the Kesten-Spitzer random walk in random scenery
• Annealed deviations of random walk in random scenery
• Annealed large deviations for diffusions in a random Gaussian shear flow drift.
• Asymptotic behavior of the local time of a recurrent random walk
• Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
• Diffusion in layered random flows, polymers, electrons in random potentials, and spin depolarization in random fields
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• Large deviations for the maximum local time of stable Lévy processes
• Limit theorem for random walk in weakly dependent random scenery
• Moderate and small deviations for the ranges of one-dimensional random walks
• Moderate deviations for diffusions in a random Gaussian shear flow drift
• On recurrence
• Probability: A Graduate Course
• Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\)
• Random walk in random scenery: A survey of some recent results
• Strong invariance for local times
• The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance
• The range of stable random walks

Cited in

(26)

• On the local time of random processes in random scenery
• Recurrence and windings of two revolving random walks
• Random walks in random sceneries and related models
• A Local Limit Theorem for Random Walks on the Chambers of Ã2 Buildings
• Mixing properties for random walk in random scenery
• A class of semi-selfsimilar processes related to random walks in random scenery
• Limit theorems for one and two-dimensional random walks in random scenery
• Structural properties of conditioned random walks on integer lattices with random local constraints
• Random walk in random scenery: A survey of some recent results
• A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
• Random walk in a stratified independent random environment
• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
• A random walk in a quadratic random scenery
• Further scaling exponents of random walks in random sceneries
• The mean square displacement of random walk on the Manhattan lattice
• Transient random walk in \({\mathbb Z}^2\) with stationary orientations
• Approximate local limit theorems with effective rate and application to random walks in random scenery
• Limit theorems for additive functionals of random walks in random scenery
• The extremes of random walks in random sceneries
• Persistence probabilities for stationary increment processes
• scientific article; zbMATH DE number 2186516 (Why is no real title available?)
• Quenched central limit theorems for random walks in random scenery
• Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet
• Empirical processes for recurrent and transient random walks in random scenery
• Renewal theorems for random walk in random scenery
• Edgeworth expansions for independent bounded integer valued random variables

This page was built for publication: A local limit theorem for random walks in random scenery and on randomly oriented lattices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q653299)