English

Renewal theorems for random walks in random scenery

Probability 2011-12-06 v1

Abstract

Random walks in random scenery are processes defined by Zn:=k=1nξX1+...+XkZ_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}, where (Xk,k1)(X_k,k\ge 1) and (ξy,yZ)(\xi_y,y\in\mathbb Z) are two independent sequences of i.i.d. random variables. We suppose that the distributions of X1X_1 and ξ0\xi_0 belong to the normal domain of attraction of strictly stable distributions with index α[1,2]\alpha\in[1,2] and β(0,2)\beta\in(0,2) respectively. We are interested in the asymptotic behaviour as a|a| goes to infinity of quantities of the form n1E[h(Zna)]\sum_{n\ge 1}{\mathbb E}[h(Z_n-a)] (when (Zn)n(Z_n)_n is transient) or n1E[h(Zn)h(Zna)]\sum_{n\ge 1}{\mathbb E}[h(Z_n)-h(Z_n-a)] (when (Zn)n(Z_n)_n is recurrent) where hh is some complex-valued function defined on R\mathbb{R} or Z\mathbb{Z}.

Keywords

Cite

@article{arxiv.1112.0658,
  title  = {Renewal theorems for random walks in random scenery},
  author = {Nadine Guillotin-Plantard and Françoise Pène},
  journal= {arXiv preprint arXiv:1112.0658},
  year   = {2011}
}
R2 v1 2026-06-21T19:45:41.436Z