Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Wendler, Martin | - |
dc.date.accessioned | 2014-10-09T07:59:50Z | - |
dc.date.available | 2014-10-09T07:59:50Z | - |
dc.date.issued | 2014-10-09 | - |
dc.identifier.uri | http://hdl.handle.net/2003/33640 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15529 | - |
dc.description.abstract | A random walk in random scenery (Yn)n2N is given by Yn = Sn for a random walk (Sn)n2N and iid random variables ( (n))n2N. In this paper, we will show the weak convergence of the sequential empirical process, i.e. the centered and rescaled empirical distribution function. The limit process shows a new type of behavior, combining properties of the limit in form independent case (roughness of the paths) and of the long range dependent case (self- similarity). | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;32/2014 | - |
dc.subject | random walk | en |
dc.subject | empirical process | en |
dc.subject | random scenery | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | The sequential empirical process of a random walk in random scenery | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_3214_SFB823_Wendler.pdf | DNB | 346.66 kB | Adobe PDF | View/Open |
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