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| HAL: hal-00366134, version 1 |
| arXiv: 0903.1071 |
| Detailed view |  Export this paper |
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| A functional approach for random walks in random sceneries |
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| Clément Dombry 1Nadine Guillotin-Plantard 2, 3 |
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| (2009-03) |
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| 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. |
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| 1: | Laboratoire de Mathématiques et Applications (LMA) |
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CNRS : UMR6086 – Université de Poitiers |
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| 2: | UNIVERSITÉ CLAUDE BERNARD - Lyon 1 (UCB) |
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LaPCS-50 |
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| 3: | Institut Camille Jordan (ICJ) |
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CNRS : UMR5208 – Université Claude Bernard - Lyon I – Ecole Centrale de Lyon – Institut National des Sciences Appliquées de Lyon |
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| Subject | : | Mathematics/Probability |
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| random walk – random scenery – local time – limit theorem |
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| Attached file list to this document: | ||||||||||
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| hal-00366134, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00366134 | |
| oai:hal.archives-ouvertes.fr:hal-00366134 | |
| From: Clément Dombry | |
| Submitted on: Thursday, 5 March 2009 19:47:14 | |
| Updated on: Thursday, 5 March 2009 20:10:12 | |
