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

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.

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Year of publication:	1999
Authors:	Csáki, Endre ; König, Wolfgang ; Shi, Zhan
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 82.1999, 2, p. 283-292
Publisher:	Elsevier
Keywords:	Local time Random walk in random scenery Brownian motion in Brownian scenery Strong approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875634