The sequential empirical process of a random walk in random scenery

DOI10.1016/J.SPA.2016.03.002MaRDI QIDQ737180zbMATH OpenOpenAlexFDO

Authors Martin Wendler

Publication date 8 August 2016

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.0824

zbMATH Keywords

empirical processrandom sceneryrandom walkweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Sample path properties (60G17) Self-similar stochastic processes (60G18) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Order statistics; empirical distribution functions (62G30)

Abstract: A random walk in random scenery $(Y_n{)}_{ninmathbbN}$ is given by $Y_n=x{i}_{S_n}$ for a random walk $(S_n{)}_{ninmathbbN}$ and iid random variables $(x{i}_n{)}_{ninmathbbZ}$. In this paper, we will show the weak convergence of the sequential empirical process, i.e. the centered and rescaled empirical distribution function. The limit process shows a new type of behavior, combining properties of the limit in the independent case (roughness of the paths) and in the long range dependent case (self-similarity).

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Cited in

(10)

• Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
• Strong approximation of spatial random walk in random scenery.
• On the local time of random processes in random scenery
• scientific article; zbMATH DE number 2103560 (Why is no real title available?)
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• Empirical processes for recurrent and transient random walks in random scenery
• Random Walks with Drift – A Sequential Approach
• The Spacey Random Walk: A Stochastic Process for Higher-Order Data
• Limit theorem for random walk in weakly dependent random scenery
• A self-similar process arising from a random walk with random environment in random scenery

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