A note on random walk in random scenery

Amine Asselah; Fabienne Castell

Annales de l'I.H.P. Probabilités et statistiques (2007)

  • Volume: 43, Issue: 2, page 163-173
  • ISSN: 0246-0203

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Asselah, Amine, and Castell, Fabienne. "A note on random walk in random scenery." Annales de l'I.H.P. Probabilités et statistiques 43.2 (2007): 163-173. <http://eudml.org/doc/77929>.

@article{Asselah2007,
author = {Asselah, Amine, Castell, Fabienne},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {random walk; random scenery; large deviations; local times},
language = {eng},
number = {2},
pages = {163-173},
publisher = {Elsevier},
title = {A note on random walk in random scenery},
url = {http://eudml.org/doc/77929},
volume = {43},
year = {2007},
}

TY - JOUR
AU - Asselah, Amine
AU - Castell, Fabienne
TI - A note on random walk in random scenery
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2007
PB - Elsevier
VL - 43
IS - 2
SP - 163
EP - 173
LA - eng
KW - random walk; random scenery; large deviations; local times
UR - http://eudml.org/doc/77929
ER -

References

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  1. [1] A. Asselah, F. Castell, Quenched large deviations for diffusions in a random Gaussian shear flow drift, Stochastic Process. Appl.103 (1) (2003) 1-29. Zbl1075.60508MR1947958
  2. [2] A. Asselah, F. Castell, Large deviations for Brownian motion in a random scenery, Probab. Theory Related Fields126 (4) (2003) 497-527. Zbl1043.60018MR2001196
  3. [3] E. Bolthausen, A central limit theorem for two-dimensional random walk in random sceneries, Ann. Probab.17 (1) (1989) 108-115. Zbl0679.60028MR972774
  4. [4] A.N. Borodin, Limit theorems for sums of independent random variables defined on a transient random walk, Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI)85 (1979) 17-29, 237, 244. Zbl0417.60027MR535455
  5. [5] A.N. Borodin, A limit theorem for sums of independent random variables defined on a recurrent random walk, Dokl. Akad. Nauk SSSR246 (4) (1979) 786-787. Zbl0423.60025MR543530
  6. [6] F. Castell, Moderate deviations for diffusions in a random Gaussian shear flow drift, Ann. Inst. H. Poincaré Probab. Statist.40 (3) (2004) 337-366. Zbl1042.60009MR2060457
  7. [7] F. Castell, F. Pradeilles, Annealed large deviations for diffusions in a random Gaussian shear flow drift, Stochastic Process. Appl.94 (2001) 171-197. Zbl1051.60028MR1840830
  8. [8] E. Csáki, A. Földes, P. Révész, J. Rosen, Z. Shi, Frequently visited sets for random walks, Preprint, 2004, arXiv:math.PR/0412018. Zbl1074.60052MR2158017
  9. [9] H. Kesten, F. Spitzer, A limit theorem related to a new class of self-similar processes, Z. Wahrsch. Verw. Gebiete50 (1) (1979) 5-25. Zbl0396.60037MR550121
  10. [10] N. Gantert, W. König, Z. Shi, Annealed deviations of random walk in random scenery, Preprint, 2004, arXiv:math.PR/0408327. Zbl1119.60083MR2288269
  11. [11] R. van der Hofstad, N. Gantert, W. König, Deviations of a random walk in a random scenery with stretched exponential tails, Preprint, 2004, arXiv:math.PR/0411361. Zbl1100.60056MR2199560
  12. [12] G. Lawler, Notes on random walks, in preparation, www.math.cornell.edu/~lawler/m778s04.html. 
  13. [13] A.V. Nagaev, A property of sums of independent random variables, Teor. Verojatnost. i Primenen.22 (2) (1977) 335-346. Zbl0376.60055MR438438
  14. [14] A. Wintner, On a class of Fourier transform, Amer. J. Math.58 (1936) 45-90. Zbl62.0482.06MR1507134JFM62.0482.06

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