Comptes Rendus
Probability Theory
On some functional of the hybrid process in random scenery
[Sur une fonctionnelle du processus hybride en environnement aléatoire]
Comptes Rendus. Mathématique, Volume 348 (2010) no. 3-4, pp. 181-184.

Dans ce travail nous établissons une borne supérieure dans l'approximation forte d'une fonctionnelle basée sur la marche aléatoire de Kesten–Sptizer en environnement aléatoire, lorsque la marche aléatoire symétrique est remplacée par un processus hybride empirique et des sommes partielles.

In this work we wish to investigate an example based on the so-called Kesten–Spitzer random walk in random scenery. Namely, replacing the one-dimensional random walk in a general i.i.d. scenery by the hybrids of empirical and partial sums process (see, for instance, [L. Horváth, Approximations for hybrids of empirical and partial sums process, J. Statist. Plann. Inference 88 (2000) 1–18]), we establish an upper bound in the strong approximation for the corresponding functional.

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DOI : 10.1016/j.crma.2009.12.001

Sergio Alvarez-Andrade 1

1 Laboratoire de mathématiques appliquées, université de technologie de Compiègne, B.P. 529, 60205 Compiègne cedex, France
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Sergio Alvarez-Andrade. On some functional of the hybrid process in random scenery. Comptes Rendus. Mathématique, Volume 348 (2010) no. 3-4, pp. 181-184. doi : 10.1016/j.crma.2009.12.001. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2009.12.001/

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