Abstract
We construct a new class of semi-selfsimilar processes as limiting processes of some random walks in random scenery, which extends the class of selfsimilar processes studied by Kesten and Spitzer (1979).
Citation
Takuji ARAI. "A Class of Semi-Selfsimilar Processes Related to Random Walks in Random Scenery." Tokyo J. Math. 24 (1) 69 - 85, June 2001. https://doi.org/10.3836/tjm/1255958312
Information
Published: June 2001
First available in Project Euclid: 19 October 2009
zbMATH: 1016.60049
MathSciNet: MR1844418
Digital Object Identifier: 10.3836/tjm/1255958312
Rights: Copyright © 2001 Publication Committee for the Tokyo Journal of Mathematics
