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

1998/12/31 by Endre Csáki, Wolfgang König, Csáki, Endre +3
Biochemistry, Genetics and Molecular Biology · Mathematics · #Diffusion and Search Dynamics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.math/9812165

openalex publication_date 1998/12/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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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