Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction

Wensheng Wang and Anwei Zhu

Discrete Dynamics in Nature and Society, 2018, vol. 2018, 1-9

Abstract:

Let be a sequence of real valued random variables, and . Let be a sequence of real valued random variables which are independent of ’s. Denote by Kesten-Spitzer random walk in random scenery, where means the unique integer satisfying . It is assumed that ’s belong to the domain of attraction of a stable law with index . In this paper, by employing conditional argument, we investigate large deviation inequalities, some sufficient conditions for Chover-type laws of the iterated logarithm and the cluster set for random walk in random scenery . The obtained results supplement to some corresponding results in the literature.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:8968947

DOI: 10.1155/2018/8968947

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