Limit Theorems for Additive Functionals of Continuous-Time Lattice Random Walks in a Stationary Random Environment

Authors

  • Georgiy Shevchenko
  • Andrii Yaroshevskiy

DOI:

https://doi.org/10.17713/ajs.v52iSI.1758

Abstract

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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Published

2023-08-15

How to Cite

Shevchenko, G., & Yaroshevskiy, A. (2023). Limit Theorems for Additive Functionals of Continuous-Time Lattice Random Walks in a Stationary Random Environment. Austrian Journal of Statistics, 52(SI), 82–93. https://doi.org/10.17713/ajs.v52iSI.1758