A Kesten-Spitzer result for a random walk in a stationary scenery with stong decorrelation properties

Stéphane Le Borgne (1) , Françoise Pene (2)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 LM - Laboratoire de mathématiques de Brest

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(\xi_k:=f(T^k(.)))_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S_n)_n$ be a simple symmetric random walk on $Z$ independent of $(\xi_k)_k$. We give examples of partially hyperbolic dynamical systems and of functions $f$ such that $n^{-3/4}(\xi(S_1)+...+\xi(S_k))$ converges in distribution as $n$ goes to infinity.

Mots clés: hyperbolic system; billiard limit theorem; random walk; stationary scenery; Kesten; Spitzer

Domaines: Systèmes dynamiques [math.DS]

Stéphane Le Borgne, Françoise Pene. A Kesten-Spitzer result for a random walk in a stationary scenery with stong decorrelation properties. 2007. ⟨hal-00018161v2⟩