The strong approximation for the Kesten-Spitzer random walk

In this note we study the strong approximation for a one-dimensional simple random walk in a general i.i.d. scenery when the scenery has only finite lower moments. Namely, an approximation is obtained when the scenery has only finite (2+[delta])th moments.

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Year of publication:	2001
Authors:	Zhang, Li-Xin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 1, p. 21-26
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/10005138107