Limit Theorems for Additive Functionals of Continuous-Time Lattice Random Walks in a Stationary Random Environment
For a continuous-time lattice random walk $X^\Lambda=\set{X^\Lambda_t,t\ge 0}$ in a random environment $\Lambda$, we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X^\Lambda_s)ds$, $t\ge 0$. We establish a limit theorem for it, which i...
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| Published in: | Österreichische Zeitschrift für Statistik Vol. 52; no. SI; pp. 82 - 93 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Austrian Statistical Society
01-08-2023
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| Online Access: | Get full text |
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| Summary: | For a continuous-time lattice random walk $X^\Lambda=\set{X^\Lambda_t,t\ge 0}$ in a random environment $\Lambda$, we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X^\Lambda_s)ds$, $t\ge 0$. We establish a limit theorem for it, which is similar to that in the non-lattice case, under less restrictive assumptions. |
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| ISSN: | 1026-597X |
| DOI: | 10.17713/ajs.v52iSI.1758 |