Reconstructing a random scenery observed with random errors along a random walk path

2003 ◽  
Vol 125 (4) ◽  
pp. 539-577 ◽  
Author(s):  
Heinrich Matzinger ◽  
Silke W.W. Rolles
Keyword(s):  
Random Walk ◽  
Random Errors ◽  
Random Scenery ◽  
Random Walk Path

scholarly journals Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps

2004 ◽  
Vol 9 (0) ◽  
pp. 436-507 ◽  
Author(s):  
Matthias Loewe ◽  
Heinrich Matzinger ◽  
Franz Merkl
Keyword(s):  
Random Walk ◽  
Random Scenery ◽  
Random Walk Path

scholarly journals Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction

2018 ◽  
Vol 2018 ◽  
pp. 1-9
Author(s):  
Wensheng Wang ◽  
Anwei Zhu
Keyword(s):  
Random Walk ◽  
Large Deviation ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Domain Of Attraction ◽  
Stable Law ◽  
Iterated Logarithm ◽  
Cluster Set ◽  
Random Scenery ◽  
Unique Integer

Let X={Xi,i≥1} be a sequence of real valued random variables, S0=0 and Sk=∑i=1kXi  (k≥1). Let σ={σ(x),x∈Z} be a sequence of real valued random variables which are independent of X’s. Denote by Kn=∑k=0nσ(⌊Sk⌋)  (n≥0) Kesten-Spitzer random walk in random scenery, where ⌊a⌋ means the unique integer satisfying ⌊a⌋≤a<⌊a⌋+1. It is assumed that σ’s belong to the domain of attraction of a stable law with index 0<β<2. In this paper, by employing conditional argument, we investigate large deviation inequalities, some sufficient conditions for Chover-type laws of the iterated logarithm and the cluster set for random walk in random scenery Kn. The obtained results supplement to some corresponding results in the literature.

scholarly journals Limit theorem for random walk in weakly dependent random scenery

2010 ◽  
Vol 46 (4) ◽  
pp. 1178-1194 ◽  
Author(s):  
Nadine Guillotin-Plantard ◽  
Clémentine Prieur
Keyword(s):  
Random Walk ◽  
Limit Theorem ◽  
Random Scenery ◽  
Weakly Dependent

Random Walk in Random Scenery

2019 ◽  
pp. 382-404
Author(s):  
Florence Merlevède ◽  
Magda Peligrad ◽  
Sergey Utev
Keyword(s):  
Random Walk ◽  
Central Limit ◽  
Functional Form ◽  
Stationary Sequence ◽  
Limit Behavior ◽  
Partial Sums ◽  
Determinantal Process ◽  
One Dimensional ◽  
The Central Limit Theorem ◽  
Random Scenery

In this chapter we investigate the question of central limit behavior and its functional form for the partial sums associated with a centered L2-stationary sequence of real-valued random variables (usually called the random scenery) sampled by a recurrent one-dimensional strongly aperiodic random walk. This question is handled under various conditions dependent on the random scenery. In particular, we assume that the random scenery either satisfies an asymptotic negative dependence condition, or is a function of a determinantal process and a Gaussian sequence, or satisfies a mild projective criterion. We first show that study of central limit behavior for such random walks in random scenery can be handled with results related to linear statistics developed in Chapter 12, provided the random walk has good properties. We then look extensively at the properties of a recurrent one-dimensional strongly aperiodic random walk. The functional form of the central limit theorem is also investigated.

scholarly journals A note on random walk in random scenery

2007 ◽  
Vol 43 (2) ◽  
pp. 163-173 ◽  
Author(s):  
A ASSELAH ◽  
F CASTELL
Keyword(s):  
Random Walk ◽  
Random Scenery

scholarly journals Empirical processes for recurrent and transient random walks in random scenery

2020 ◽  
Vol 24 ◽  
pp. 127-137
Author(s):  
Nadine Guillotin-Plantard ◽  
Françoise Pène ◽  
Martin Wendler
Keyword(s):  
Random Walk ◽  
Asymptotic Behaviour ◽  
Random Walks ◽  
Stable Distribution ◽  
Random Variables ◽  
Empirical Processes ◽  
Independent Random Variables ◽  
Random Scenery ◽  
Recurrent Random Walk ◽  
Transient Random Walk

In this paper, we are interested in the asymptotic behaviour of the sequence of processes (Wn(s,t))s,t∈[0,1] with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(\mathds{1}_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where (ξx, x ∈ ℤd) is a sequence of independent random variables uniformly distributed on [0, 1] and (Sn)n ∈ ℕ is a random walk evolving in ℤd, independent of the ξ’s. In M. Wendler [Stoch. Process. Appl. 126 (2016) 2787–2799], the case where (Sn)n ∈ ℕ is a recurrent random walk in ℤ such that (n−1/αSn)n≥1 converges in distribution to a stable distribution of index α, with α ∈ (1, 2], has been investigated. Here, we consider the cases where (Sn)n ∈ ℕ is either: (a) a transient random walk in ℤd, (b) a recurrent random walk in ℤd such that (n−1/dSn)n≥1 converges in distribution to a stable distribution of index d ∈{1, 2}.

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