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arXiv 1002.1878math.PR
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随机场景和随机定向格上随机游动的一个局部极限定理

A local limit theorem for random walks in random scenery and on randomly oriented lattices

Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira

摘要:

随机场景中的随机游动是由$Z_n:=\sum_{k=1}^nξ_{X_1+...+X_k}$定义的过程,其中$(X_k,k\ge 1)$和$(ξ_y,y\in\mathbb Z)$是独立同分布的两个序列。随机变量我们假设它们的分布分别属于指数为$α\in (0,2]$和$β\in (0,2]$的稳定律的正态吸引域。这些过程首先由H. Kesten和F. Spitzer证明了当$α\neq 1$和$n\to \infty$,$n^{-δ}Z_n$,对于一些合适的$δ>0$依赖于$α$和$β$时,在分布上的收敛性。在这里,我们感兴趣的收敛,作为$n\to \infty$,$n^δ{\mathbb P}(Z_n=\lfloor n^δ x\rfloor)$,当PDMATHAMY是固定的。我们还考虑了随机定向格上的随机游动的情况,我们得到了类似的结果。

英文摘要:

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^nξ_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(ξ_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $α\in (0,2]$ and $β\in (0,2]$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $α\neq 1$ and as $n\to \infty$, of $n^{-δ}Z_n$, for some suitable $δ>0$ depending on $α$ and $β$. Here we are interested in the convergence, as $n\to \infty$, of $n^δ{\mathbb P}(Z_n=\lfloor n^δ x\rfloor)$, when $x\in \RR$ is fixed. We also consider the case of random walks on randomly oriented lattices for which we obtain similar results.

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