A strong invariance principle for two-dimensional random walk in random scenery

Endre Csáki, Pál Révész and Zhan Shi

Stochastic Processes and their Applications, 2001, vol. 92, issue 2, 181-200

Abstract: We present a strong approximation of two-dimensional Kesten-Spitzer random walk in random scenery by Brownian motion.

Keywords: Random; walk; in; random; scenery; Invariance; principle; Skorokhod; embedding (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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