THE LOCAL TIME OF SIMPLE RANDOM-WALK IN RANDOM ENVIRONMENT

Authors
Citation
Yy. Hu et Z. Shi, THE LOCAL TIME OF SIMPLE RANDOM-WALK IN RANDOM ENVIRONMENT, Journal of theoretical probability, 11(3), 1998, pp. 765-793
Citations number
22
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
08949840
Volume
11
Issue
3
Year of publication
1998
Pages
765 - 793
Database
ISI
SICI code
0894-9840(1998)11:3<765:TLTOSR>2.0.ZU;2-H
Abstract
Two integral tests are established, which characterize respectively Le vy's upper and lower classes for the local time of Sinai's simple rand om walk in random environment. The weak convergence of the local time is also studied, and the limiting distribution determined. Our results can be applied to a class of diffusion processes with random potentia ls which asymptotically behave like Brownian motion.