pith. sign in

arxiv: 1112.0658 · v1 · pith:4AABRRSInew · submitted 2011-12-03 · 🧮 math.PR

Renewal theorems for random walks in random scenery

classification 🧮 math.PR
keywords mathbbrandomdefineddistributionsscenerywalkswhenalpha
0
0 comments X
read the original abstract

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of $X_1$ and $\xi_0$ belong to the normal domain of attraction of strictly stable distributions with index $\alpha\in[1,2]$ and $\beta\in(0,2)$ respectively. We are interested in the asymptotic behaviour as $|a|$ goes to infinity of quantities of the form $\sum_{n\ge 1}{\mathbb E}[h(Z_n-a)]$ (when $(Z_n)_n$ is transient) or $\sum_{n\ge 1}{\mathbb E}[h(Z_n)-h(Z_n-a)]$ (when $(Z_n)_n$ is recurrent) where $h$ is some complex-valued function defined on $\mathbb{R}$ or $\mathbb{Z}$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.