The sequential empirical process of a random walk in random scenery

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.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.identifier.uri	http://hdl.handle.net/2003/33640
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15529
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

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