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

DOI10.1214/10-AOP606zbMATH Open1238.60028arXiv1002.1878OpenAlexW2963070788MaRDI QIDQ653299FDOQ653299

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)

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.

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

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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)

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Cited In (26)

• Structural properties of conditioned random walks on integer lattices with random local constraints
• A random walk in a quadratic random scenery
• Limit theorems for one and two-dimensional random walks in random scenery
• Transient random walk in \({\mathbb Z}^2\) with stationary orientations
• The mean square displacement of random walk on the Manhattan lattice
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• On the local time of random processes in random scenery
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• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
• Limit theorems for additive functionals of random walks in random scenery
• Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet

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