An embedding for the Kesten-Spitzer random walk in random scenery
Probability
2016-09-07 v1
Abstract
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 explicity identify the constant in the law of iterated logarithm.
Cite
@article{arxiv.math/9812165,
title = {An embedding for the Kesten-Spitzer random walk in random scenery},
author = {Endre Csáki and Wolfgang König and Zhan Shi},
journal= {arXiv preprint arXiv:math/9812165},
year = {2016}
}