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2013 The quenched limiting distributions of a one-dimensional random walk in random scenery
Nadine Guillotin-Plantard, Yueyun Hu, Bruno Schapira
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Electron. Commun. Probab. 18: 1-7 (2013). DOI: 10.1214/ECP.v18-2918

Abstract

For a one-dimensional random walk in random scenery (RWRS) on Z, we determine its quenched weak limits by applying Strassen's functional law of iterated logarithm. As a consequence, conditioned on the random scenery, the one dimensional RWRS does not converge in law, in contrast with the multi-dimensional case.

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Nadine Guillotin-Plantard. Yueyun Hu. Bruno Schapira. "The quenched limiting distributions of a one-dimensional random walk in random scenery." Electron. Commun. Probab. 18 1 - 7, 2013. https://doi.org/10.1214/ECP.v18-2918

Information

Accepted: 3 November 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60027
MathSciNet: MR3141794
Digital Object Identifier: 10.1214/ECP.v18-2918

Subjects:
Primary: 60F05
Secondary: 60G52

Keywords: Brownian motion in Brownian Scenery , Law of the iterated logarithm , Random walk in random scenery , strong approximation , weak limit theorem

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