Quenched central limit theorems for random walks in random scenery

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:123

Article

Guillotin-Plantard, Nadine¹  Poisat, Julien² 

[1] Univ Lyon 1, CNRS, UMR 5208, Inst Camille Jordan, F-69622 Villeurbanne, France

[2] Leiden Univ, Math Inst, NL-2300 RA Leiden, Netherlands

关键词: Random walk in random scenery;    Limit theorem;    Local time;   

DOI  :  10.1016/j.spa.2012.11.010

来源: Elsevier

【 摘 要 】

Random walks in random scenery are processes defined by Z(n) := Sigma(n)(k=1) omega S-k where S := (S-k, k >= 0) is a random walk evolving in Z(d) and omega := (omega(x), x is an element of Z(d)) is a sequence of i.i.d. real random variables. Under suitable assumptions on the random walk S and the random scenery co, almost surely with respect to co, the correctly renormalized sequence (Z(n))(n >= 1) is proved to converge in distribution to a centered Gaussian law with explicit variance. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

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