A quenched functional central limit theorem for planar random walks in random sceneries

DOI10.1214/ECP.V19-3002zbMATH Open1329.60075arXiv1306.3635MaRDI QIDQ743076FDOQ743076

Authors: Nadine Guillotin-Plantard, Julien Poisat, Renato Soares dos Santos 

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes with stationary increments. Two sources of randomness enter in their definition: a random field $$ of i.i.d. random variables, which is called the emph{random scenery}, and a random walk $S=(S_n{)}_{ninN}$ evolving in $$, independent from the scenery. The RWRS $Z=(Z_n{)}_{ninN}$ is then defined as the accumulated scenery along the trajectory of the random walk, i.e., $Z_n:=su{m}_{k=1}^{n}x{i}_{S_k}$. The law of $Z$ under the joint law of $xi$ and $S$ is called "annealed", and the conditional law given $xi$ is called "quenched". Recently, central limit theorems under the quenched law were proved for $Z$ by the first two authors for a class of transient random walks including walks with finite variance in dimension $dge3$. In this paper we extend their results to dimension $d=2$.

Full work available at URL: https://arxiv.org/abs/1306.3635

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zbMATH Keywords

random walksquenched functional central limit theoremrandom sceneries

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52) Processes in random environments (60K37)

Cited In (8)

• A central limit theorem for two-dimensional random walks in random sceneries
• On the quenched functional CLT in random sceneries
• On the local time of random processes in random scenery
• Local limit theorem for randomly deforming billiards
• Quenched central limit theorems for random walks in random scenery
• Quenched tail estimate for the random walk in random scenery and in random layered conductance. II.
• A functional approach for random walks in random sceneries
• Quenched tail estimate for the random walk in random scenery and in random layered conductance

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