Limit theorem for random walk in weakly dependent random scenery
Probability
2008-07-23 v1
Abstract
Let be a random walk on and a stationary random sequence of centered random variables, independent of . We consider a random walk in random scenery that is the sequence of random variables where Under a weak dependence assumption on the scenery we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).
Cite
@article{arxiv.0807.3441,
title = {Limit theorem for random walk in weakly dependent random scenery},
author = {Nadine Guillotin-Plantard and Clémentine Prieur},
journal= {arXiv preprint arXiv:0807.3441},
year = {2008}
}