A note on random walk in random scenery
概率论
2007-05-23 v1
摘要
We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with a<d/2. We study the probability, when averaged over both randomness, that {X(n)>ny}. We show that this probability is of order exp(-(ny)^b) with b=a/(a+1).
引用
@article{arxiv.math/0501068,
title = {A note on random walk in random scenery},
author = {Amine Asselah and Fabienne Castell},
journal= {arXiv preprint arXiv:math/0501068},
year = {2007}
}
备注
13 pages