The strong approximation for the Kesten-Spitzer random walk

DOI10.1016/S0167-7152(00)00243-1zbMath0987.60061OpenAlexW1986718239MaRDI QIDQ5952057

Zhang, Lixin

Publication date: 2 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00243-1

zbMATH Keywords

local timestrong approximationBrownian motion in Brownian sceneryrandom walk in random scenery

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (4)

Cramér's type results for some bootstrapped \(U\)-statistics ⋮ Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction ⋮ Strong laws of large numbers for random walks in random sceneries ⋮ Some limsup results for increments of stable processes in random scenery

Cites Work

• An embedding for the Kesten-Spitzer random walk in random scenery
• A law of the iterated logarithm for stable processes in random scenery
• A limit theorem related to a new class of self similar processes
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