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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 PDF
 
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
 
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