English

A Quenched Functional Central Limit Theorem for Planar Random Walks in Random Sceneries

Probability 2014-09-29 v4

Abstract

Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes with stationary increments. Two sources of randomness enter in their definition: a random field ξ=(ξx)xZd\xi = (\xi_x)_{x \in \Z^d} of i.i.d.\ random variables, which is called the \emph{random scenery}, and a random walk S=(Sn)nNS = (S_n)_{n \in \N} evolving in Zd\Z^d, independent from the scenery. The RWRS Z=(Zn)nNZ = (Z_n)_{n \in \N} is then defined as the accumulated scenery along the trajectory of the random walk, i.e., Zn:=k=1nξSkZ_n := \sum_{k=1}^n \xi_{S_k}. The law of ZZ under the joint law of ξ\xi and SS is called "annealed", and the conditional law given ξ\xi is called "quenched". Recently, central limit theorems under the quenched law were proved for ZZ by the first two authors for a class of transient random walks including walks with finite variance in dimension d3d \ge 3. In this paper we extend their results to dimension d=2d=2.

Keywords

Cite

@article{arxiv.1306.3635,
  title  = {A Quenched Functional Central Limit Theorem for Planar Random Walks in Random Sceneries},
  author = {Nadine Guillotin-Plantard and Julien Poisat and Renato Soares Dos Santos},
  journal= {arXiv preprint arXiv:1306.3635},
  year   = {2014}
}

Comments

11 pages; weaker condition on the moment of the scenery

R2 v1 2026-06-22T00:34:27.211Z