Authors: | Wendler, Martin |
Title: | The sequential empirical process of a random walk in random scenery |
Language (ISO): | en |
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 empirical process random scenery |
URI: | http://hdl.handle.net/2003/33640 http://dx.doi.org/10.17877/DE290R-15529 |
Issue Date: | 2014-10-09 |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
DP_3214_SFB823_Wendler.pdf | DNB | 346.66 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org