Limit theorem for random walk in weakly dependent random scenery

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dc.creatorGuillotin-Plantard, Nadine
dc.creatorPrieur, Clémentine
dc.date2008-07-22
dc.date.accessioned2026-07-07T09:52:05Z
dc.date.available2026-07-07T09:52:05Z
dc.descriptionLet $S=(S_k)_{k\geq 0}$ be a random walk on $\mathbb{Z}$ and $ξ=(ξ_{i})_{i\in\mathbb{Z}}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of random variables $(Σ_n)_{n\geq 0}$ where $$Σ_n=\sum_{k=0}^n ξ_{S_k}, n\in\mathbb{N}.$$ Under a weak dependence assumption on the scenery $ξ$ we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).
dc.identifierhttps://arxiv.org/abs/0807.3441
dc.identifierhttp://arxiv.org/abs/0807.3441
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/165468
dc.subjectProbability
dc.titleLimit theorem for random walk in weakly dependent random scenery
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