Mixing Properties for Random Walk in Random Scenery
Hollander, W. Th. F. Den
Ann. Probab., Tome 16 (1988) no. 4, p. 1788-1802 / Harvested from Project Euclid
Consider the lattice $Z^d, d \geq 1$, together with a stochastic black-white coloring of its points and on it a random walk that is independent of the coloring. A local scenery perceived at a given time is a pattern of colors seen by the walker in a finite box around his current position. Under weak assumptions on the probability distributions governing walk and coloring, we prove asymptotic independence of local sceneries perceived at times 0 and $n$, in the limit as $n\rightarrow\infty$, and at times 0 and $T_k$, in the limit as $k \rightarrow \infty$, where $T_k$ is the random $k$th hitting time of a black point. An immediate corollary of the latter result is the convergence in distribution of the interarrival times between successive black hits, i.e., of $T_{k+1} - T_k$ as $k\rightarrow\infty$. The limit distribution is expressed in terms of the distribution of the first hitting time $T_1$. The proof uses coupling arguments and ergodic theory.
Publié le : 1988-10-14
Classification:  Random walk,  stochastically colored lattice,  local scenery,  strong mixing,  interarrival times,  coupling,  induced dynamical system,  60K99,  60F05,  60G99,  60J15
@article{1176991597,
     author = {Hollander, W. Th. F. Den},
     title = {Mixing Properties for Random Walk in Random Scenery},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1788-1802},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991597}
}
Hollander, W. Th. F. Den. Mixing Properties for Random Walk in Random Scenery. Ann. Probab., Tome 16 (1988) no. 4, pp.  1788-1802. http://gdmltest.u-ga.fr/item/1176991597/