An embedding for the Kesten-Spitzer random walk in random scenery

E. Csáki, Wolfgang König, Zhan Shi

Research output: Contribution to journalArticle

22 Citations (Scopus)

Abstract

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process, we construct a coupling with explicit rate of approximation, extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis. Furthermore, we explicitly identify the constant in the law of iterated logarithm.

Original languageEnglish
Pages (from-to)283-292
Number of pages10
JournalStochastic Processes and their Applications
Volume82
Issue number2
Publication statusPublished - Aug 1 1999

Fingerprint

Rate of Approximation
Simple Random Walk
Law of the Iterated Logarithm
Random walk
Limiting
Approximation

Keywords

  • 60J15
  • 60J55
  • 60J65
  • Brownian motion in Brownian scenery
  • Local time
  • Random walk in random scenery
  • Strong approximation

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Mathematics(all)
  • Statistics and Probability

Cite this

An embedding for the Kesten-Spitzer random walk in random scenery. / Csáki, E.; König, Wolfgang; Shi, Zhan.

In: Stochastic Processes and their Applications, Vol. 82, No. 2, 01.08.1999, p. 283-292.

Research output: Contribution to journalArticle

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