Quenched central limit theorems for random walks in random scenery

Random walks in random scenery are processes defined by Zn:=∑k=1nωSk where S:=(Sk,k≥0) is a random walk evolving in Zd and ω:=(ωx,x∈Zd) is a sequence of i.i.d. real random variables. Under suitable assumptions on the random walk S and the random scenery ω, almost surely with respect to ω, the correctly renormalized sequence (Zn)n≥1 is proved to converge in distribution to a centered Gaussian law with explicit variance.

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Year of publication:	2013
Authors:	Guillotin-Plantard, Nadine ; Poisat, Julien
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 4, p. 1348-1367
Publisher:	Elsevier
Subject:	Random walk in random scenery \| Limit theorem \| Local time

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011065010