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The strong approximation for the Kesten-Spitzer random walk

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  • Zhang, Li-Xin

Abstract

In this note we study the strong approximation for a one-dimensional simple random walk in a general i.i.d. scenery when the scenery has only finite lower moments. Namely, an approximation is obtained when the scenery has only finite (2+[delta])th moments.

Suggested Citation

  • Zhang, Li-Xin, 2001. "The strong approximation for the Kesten-Spitzer random walk," Statistics & Probability Letters, Elsevier, vol. 53(1), pages 21-26, May.
    • Handle: RePEc:eee:stapro:v:53:y:2001:i:1:p:21-26
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    References listed on IDEAS

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    1. Khoshnevisan, Davar & Lewis, Thomas M., 1998. "A law of the iterated logarithm for stable processes in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 89-121, May.
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    Cited by:

    1. Deuschel, Jean-Dominique & Fukushima, Ryoki, 2019. "Quenched tail estimate for the random walk in random scenery and in random layered conductance," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 102-128.

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