Strong approximation for the general Kesten-Spitzer random walk in independent random scenery

Authors
Citation
Lx. Zhang, Strong approximation for the general Kesten-Spitzer random walk in independent random scenery, SCI CHINA A, 44(5), 2001, pp. 619-630
Citations number
10
Categorie Soggetti
Multidisciplinary
Journal title
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN journal
10016511 → ACNP
Volume
44
Issue
5
Year of publication
2001
Pages
619 - 630
Database
ISI
SICI code
1001-6511(200105)44:5<619:SAFTGK>2.0.ZU;2-S
Abstract
This paper is to prove that, if a one-dimensional random walk can be approx imated by a Brownian motion, then the related random walk in a general inde pendent scenery can be approximated by a Brownian motion in Brownian scener y.