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A functional approach for random walks in random sceneries


 
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1. Title Title of document A functional approach for random walks in random sceneries
 
2. Creator Author's name, affiliation, country Clement Dombry; Universite de Poitiers
 
2. Creator Author's name, affiliation, country Nadine Guillotin-Plantard; Université Lyon Claude Bernard
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Weak convergence, Random walk, Random scenery, Local time
 
3. Subject Subject classification 60F05; 60F25; 60G50
 
4. Description Abstract A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study separately the convergence of the walk and of the scenery: on the one hand, a general criterion for the convergence of the local time of the walk is provided, on the other hand, the convergence of the random measures associated with the scenery is studied. This functional approach is robust enough to recover many of the known results on RWRS as well as new ones, including the case of many walkers evolving in the same scenery.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) ANR MEMEMO
 
7. Date (YYYY-MM-DD) 2009-07-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/659
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-659
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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