Limit theorems for additive functionals of random walks in random scenery

被引:0
|
作者
Pene, Francoise [1 ]
机构
[1] Univ Brest, LMBA, UMR CNRS 6205, F-29238 Brest, France
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2021年 / 26卷
关键词
Random walk in random scenery; central limit theorem; local limit theorem; local time; Brownian motion; ergodicity; infinite measure; dynamical system; 2-DIMENSIONAL RANDOM-WALKS;
D O I
10.1214/21-EJP696
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 n(1/4)). 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 n(1/8)).
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页数:46
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