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文章基本信息

  • 标题:A functional limit theorem for a 2d-random walk with dependent marginals
  • 本地全文:下载
  • 作者:Guillotin-Plantard, Nadine ; Le Ny, Arnaud
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2008
  • 卷号:13
  • 期号:0
  • 页码:337-351
  • DOI:10.1214/ECP.v13-1386
  • 出版社:Electronic Communications in Probability
  • 摘要:We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to different normalizations in the functional limit theorem, with a non-Gaussian horizontal behavior. We also prove that the horizontal and vertical components are not asymptotically independent.
  • 关键词:Random walks, random environments, random sceneries,;Primary- 60F17 ; secondary- 60G18, 60K37
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