An embedding for the Kesten-Spitzer random walk in random scenery

Endre Csáki, Wolfgang König and Zhan Shi

Stochastic Processes and their Applications, 1999, vol. 82, issue 2, 283-292

Abstract: For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process, we construct a coupling with explicit rate of approximation, extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis. Furthermore, we explicitly identify the constant in the law of iterated logarithm.

Keywords: Local; time; Random; walk; in; random; scenery; Brownian; motion; in; Brownian; scenery; Strong; approximation (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (6)

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