Relative complexity of Random walks in Random scenery in the absence of a weak invariance principle for the local times

George Deligiannidis, Zemer Kosloff

Research output: Contribution to journalArticlepeer-review

Abstract

We answer a question of Aaronson about the relative complexity of Random Walks in Random Sceneries driven by either aperiodic two-dimensional random walks, two-dimensional Simple Random walk, or by aperiodic random walks in the domain of attraction of the Cauchy distribution. A key step is proving that the range of the random walk satisfies the Fölner property almost surely.

Original languageEnglish
Pages (from-to)2505-2532
Number of pages28
JournalAnnals of Probability
Volume45
Issue number4
DOIs
StatePublished - 1 Jul 2017
Externally publishedYes

Keywords

  • Entropy
  • Fölner sequence
  • Random walk in random scenery
  • Relative complexity

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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