Abstract
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process. These bounds combined with a previous moment convergence result (and an ergodicity result) imply the convergence in distribution of additive observables (with a normalization in ). When the sum of the observable is null, the previous limit vanishes and we prove the convergence in the sense of moments (with a normalization in ).
Funding Statement
This research was supported by the french ANR project MALIN, Projet-ANR-16-CE93-0003.
Acknowledgments
I wish to thank the referee for her/his careful reading and for her/his precise and helpful comments and suggestions.
Citation
Françoise Pène. "Limit theorems for additive functionals of random walks in random scenery." Electron. J. Probab. 26 1 - 46, 2021. https://doi.org/10.1214/21-EJP696
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