Header

UZH-Logo

Maintenance Infos

A central limit theorem for two-dimensional random walks in random sceneries


Bolthausen, E (1989). A central limit theorem for two-dimensional random walks in random sceneries. The Annals of Probability, 17(1):108-115.

Abstract

Let $S_n$, $n\in\bold N$, be a recurrent random walk on ${\bold Z}^2$ $(S_0=0)$ and let $\xi(\alpha)$, $\alpha\in{\bold Z}^2$, be i.i.d. $\bold R$-valued centered random variables. It is shown that $\sum^n_{i=1}\xi(S_i)/ \sqrt{n\log n}$ satisfies a central limit theorem. A functional version is also presented.

Abstract

Let $S_n$, $n\in\bold N$, be a recurrent random walk on ${\bold Z}^2$ $(S_0=0)$ and let $\xi(\alpha)$, $\alpha\in{\bold Z}^2$, be i.i.d. $\bold R$-valued centered random variables. It is shown that $\sum^n_{i=1}\xi(S_i)/ \sqrt{n\log n}$ satisfies a central limit theorem. A functional version is also presented.

Statistics

Altmetrics

Downloads

39 downloads since deposited on 21 May 2010
13 downloads since 12 months
Detailed statistics

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Uncontrolled Keywords:Random walk; random scenery; central limit theorem
Language:English
Date:1989
Deposited On:21 May 2010 08:11
Last Modified:05 Apr 2016 13:29
Publisher:Institute of Mathematical Statistics
ISSN:0091-1798
Publisher DOI:https://doi.org/10.1214/aop/1176991497
Related URLs:http://www.zentralblatt-math.org/zmath/en/search/?q=an:0679.60028

Download

Download PDF  'A central limit theorem for two-dimensional random walks in random sceneries'.
Preview
Filetype: PDF
Size: 1MB
View at publisher