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

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

1998-12-31

arxiv.org/abs/math/9812165v1

Mathematics

Probability

Scientific paper

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 explicity identify the constant in the law of iterated
logarithm.

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