English

Limit theorem for random walk in weakly dependent random scenery

Probability 2008-07-23 v1

Abstract

Let S=(Sk)k0S=(S_k)_{k\geq 0} be a random walk on Z\mathbb{Z} and ξ=(ξi)iZ\xi=(\xi_{i})_{i\in\mathbb{Z}} a stationary random sequence of centered random variables, independent of SS. We consider a random walk in random scenery that is the sequence of random variables (Σn)n0(\Sigma_n)_{n\geq 0} where Σn=k=0nξSk,nN.\Sigma_n=\sum_{k=0}^n \xi_{S_k}, n\in\mathbb{N}. Under a weak dependence assumption on the scenery ξ\xi we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).

Keywords

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}
}
R2 v1 2026-06-21T11:03:03.219Z