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A functional limit theorem for a 2d-random walk with dependent marginals


 
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1. Title Title of document A functional limit theorem for a 2d-random walk with dependent marginals
 
2. Creator Author's name, affiliation, country Nadine Guillotin-Plantard; Université Lyon 1
 
2. Creator Author's name, affiliation, country Arnaud Le Ny; Université Paris Sud
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random walks, random environments, random sceneries,
 
3. Subject Subject classification Primary- 60F17 ; secondary- 60G18, 60K37
 
4. Description Abstract We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to different normalizations in the functional limit theorem, with a non-Gaussian horizontal behavior. We also prove that the horizontal and vertical components are not asymptotically independent.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2008-06-20
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1386
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1386
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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