A note on random walk in random scenery

Amine Asselah (1) , Fabienne Castell (1)

1 LATP - Laboratoire d'Analyse, Topologie, Probabilités

We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with any}. We show that this probability is of order exp(-(ny)^b) with b=a/(a+1).

Domaines: Probabilités [math.PR]

Amine Asselah, Fabienne Castell. A note on random walk in random scenery. 2005. ⟨hal-00011250⟩