The strong approximation for the Kesten-Spitzer random walk

被引：11

作者：

Zhang, LX ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 53卷 / 01期

基金：

中国国家自然科学基金;

关键词：

local time; random walk in random scenery; Brownian motion in Brownian scenery; strong approximation;

D O I：

10.1016/S0167-7152(00)00243-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：21 / 26

页数：6

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