Renewal theorems for random walks in random scenery
Probability
2011-12-06 v1
Abstract
Random walks in random scenery are processes defined by , where and are two independent sequences of i.i.d. random variables. We suppose that the distributions of and belong to the normal domain of attraction of strictly stable distributions with index and respectively. We are interested in the asymptotic behaviour as goes to infinity of quantities of the form (when is transient) or (when is recurrent) where is some complex-valued function defined on or .
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}
}