An embedding for the Kesten-Spitzer random walk in random scenery

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:82

Article

Csáki, E ; König, W ; Shi, Z

关键词: local time;    random walk in random scenery;    Brownian motion in Brownian scenery;    strong approximation;   

DOI  :  10.1016/S0304-4149(99)00036-8

来源: Elsevier

【 摘 要 】

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process, we construct a coupling with explicit rate of approximation, extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis. Furthermore, we explicitly identify the constant in the law of iterated logarithm. (C) 1999 Elsevier Science B.V. All rights reserved, MSC. 60J55; 60J15; 60J65.

【 授权许可】

Free