A strong invariance principle for two-dimensional random walk in random scenery

Endre Csáki, Pál Révész, Zhan Shi

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

We present a strong approximation of two-dimensional Kesten-Spitzer random walk in random scenery by Brownian motion.

Original languageEnglish
Pages (from-to)181-200
Number of pages20
JournalStochastic Processes and their Applications
Volume92
Issue number2
DOIs
Publication statusPublished - Apr 1 2001

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Keywords

  • 60F17
  • 60G50
  • Invariance principle
  • Random walk in random scenery
  • Skorokhod embedding

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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