Institute of Mathematical Statistics Lecture Notes - Monograph Series

Random walk in random scenery: A survey of some recent results

Frank den Hollander, Jeffrey E. Steif

Abstract

In this paper we give a survey of some recent results for random walk in random scenery (RWRS). On $\Z^d$, $d\geq 1$, we are given a random walk with i.i.d. increments and a random scenery with i.i.d. components. The walk and the scenery are assumed to be independent. RWRS is the random process where time is indexed by $\Z$, and at each unit of time both the step taken by the walk and the scenery value at the site that is visited are registered. We collect various results that classify the ergodic behavior of RWRS in terms of the characteristics of the underlying random walk (and discuss extensions to stationary walk increments and stationary scenery components as well). We describe a number of results for scenery reconstruction and close by listing some open questions.

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Primary Subjects: 60G10
Secondary Subjects: 82B20
Keywords: random walk in random scenery; Bernoulli; K-automorphism; weak Bernoulli; finitary coding; conditional probability distribution; bad configuration; scenery reconstruction
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196285808
Mathematical Reviews (MathSciNet): MR2306188
Digital Object Identifier: doi:10.1214/074921706000000077

2012 © Institute of Mathematical Statistics

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series