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Strong approximation of spatial random walk in random scenery

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  • Révész, Pál
  • Shi, Zhan

Abstract

We prove a strong approximation for the spatial Kesten-Spitzer random walk in random scenery by a Wiener process.

Suggested Citation

  • Révész, Pál & Shi, Zhan, 2000. "Strong approximation of spatial random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 329-345, August.
    • Handle: RePEc:eee:spapps:v:88:y:2000:i:2:p:329-345
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    References listed on IDEAS

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    1. Csáki, Endre & König, Wolfgang & Shi, Zhan, 1999. "An embedding for the Kesten-Spitzer random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 283-292, August.
    2. Khoshnevisan, Davar & Lewis, Thomas M., 1998. "A law of the iterated logarithm for stable processes in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 89-121, May.
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    Cited by:

    1. Chen, Xia, 2006. "Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1236-1253, September.
    2. Csáki, Endre & Révész, Pál & Shi, Zhan, 2001. "A strong invariance principle for two-dimensional random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 92(2), pages 181-200, April.

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