A quenched functional central limit theorem for planar random walks in random sceneries
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1. | Title | Title of document | A quenched functional central limit theorem for planar random walks in random sceneries |
2. | Creator | Author's name, affiliation, country | Nadine Guillotin-Plantard; Université Lyon 1; France |
2. | Creator | Author's name, affiliation, country | Julien Poisat; Leiden Universiteit; Netherlands |
2. | Creator | Author's name, affiliation, country | Renato Soares dos Santos; Université Lyon 1; France |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Random walk in random scenery; Limit theorem; Local time; Associated Random Variables |
3. | Subject | Subject classification | 60F05, 60G52 |
4. | Description | Abstract | Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes with stationary increments. Two sources of randomness enter in their definition: a random field $\xi = (\xi(x))_{x \in \mathbb{Z}^d}$ of i.i.d. random variables, which is called the random scenery, and a random walk $S = (S_n)_{n \in \mathbb{N}}$ evolving in $\mathbb{Z}^d$, independent of the scenery. The RWRS $Z = (Z_n)_{n \in \mathbb{N}}$ is then defined as the accumulated scenery along the trajectory of the random walk, i.e., $Z_n := \sum_{k=1}^n \xi(S_k)$. The law of $Z$ under the joint law of $\xi$ and $S$ is called "annealed'', and the conditional law given $\xi$ is called "quenched''. Recently, functional central limit theorems under the quenched law were proved for $Z$ by the first two authors for a class of transient random walks including walks with finite variance in dimension $d \ge 3$. In this paper we extend their results to dimension $d=2$. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | ANR project MEMEMO2 10--BLAN--0125--03 and ERC Advanced Grant 267356 VARIS |
7. | Date | (YYYY-MM-DD) | 2014-01-28 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/3002 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v19-3002 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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