Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction

Let X={Xi,i≥1} be a sequence of real valued random variables, S0=0 and Sk=∑i=1kXi  (k≥1). Let σ={σ(x),x∈Z} be a sequence of real valued random variables which are independent of X’s. Denote by Kn=∑k=0nσ(⌊Sk⌋)  (n≥0) Kesten-Spitzer random walk in random scenery, where ⌊a⌋ means the unique integer sat...

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Main Authors: Wensheng Wang, Anwei Zhu
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2018/8968947
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author Wensheng Wang
Anwei Zhu
author_facet Wensheng Wang
Anwei Zhu
author_sort Wensheng Wang
collection DOAJ
description Let X={Xi,i≥1} be a sequence of real valued random variables, S0=0 and Sk=∑i=1kXi  (k≥1). Let σ={σ(x),x∈Z} be a sequence of real valued random variables which are independent of X’s. Denote by Kn=∑k=0nσ(⌊Sk⌋)  (n≥0) Kesten-Spitzer random walk in random scenery, where ⌊a⌋ means the unique integer satisfying ⌊a⌋≤a<⌊a⌋+1. It is assumed that σ’s belong to the domain of attraction of a stable law with index 0<β<2. In this paper, by employing conditional argument, we investigate large deviation inequalities, some sufficient conditions for Chover-type laws of the iterated logarithm and the cluster set for random walk in random scenery Kn. The obtained results supplement to some corresponding results in the literature.
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institution Kabale University
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publishDate 2018-01-01
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spelling doaj-art-3d2ae88f52454ff59cd8eac560ddf9252025-02-03T01:21:26ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2018-01-01201810.1155/2018/89689478968947Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable AttractionWensheng Wang0Anwei Zhu1School of Economics, Hangzhou Dianzi University, Hangzhou 310018, ChinaCollege of Science, Hangzhou Normal University, Hangzhou 310036, ChinaLet X={Xi,i≥1} be a sequence of real valued random variables, S0=0 and Sk=∑i=1kXi  (k≥1). Let σ={σ(x),x∈Z} be a sequence of real valued random variables which are independent of X’s. Denote by Kn=∑k=0nσ(⌊Sk⌋)  (n≥0) Kesten-Spitzer random walk in random scenery, where ⌊a⌋ means the unique integer satisfying ⌊a⌋≤a<⌊a⌋+1. It is assumed that σ’s belong to the domain of attraction of a stable law with index 0<β<2. In this paper, by employing conditional argument, we investigate large deviation inequalities, some sufficient conditions for Chover-type laws of the iterated logarithm and the cluster set for random walk in random scenery Kn. The obtained results supplement to some corresponding results in the literature.http://dx.doi.org/10.1155/2018/8968947
spellingShingle Wensheng Wang
Anwei Zhu
Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction
Discrete Dynamics in Nature and Society
title Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction
title_full Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction
title_fullStr Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction
title_full_unstemmed Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction
title_short Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction
title_sort chover type laws of the iterated logarithm for kesten spitzer random walks in random sceneries belonging to the domain of stable attraction
url http://dx.doi.org/10.1155/2018/8968947
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AT anweizhu chovertypelawsoftheiteratedlogarithmforkestenspitzerrandomwalksinrandomsceneriesbelongingtothedomainofstableattraction