|Title:||The sequential empirical process of a random walk in random scenery|
|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).|
|Subject Headings:||random walk|
|Appears in Collections:||Sonderforschungsbereich (SFB) 823|
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|DP_3214_SFB823_Wendler.pdf||DNB||346.66 kB||Adobe PDF||View/Open|
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