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A note on random walk in random scenery

Amine Asselah·Fabienne Castell
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Abstract

We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with a ny}. We show that this probability is of order exp(-(ny)^b) with b=a/(a+1).

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Amine Asselah, Fabienne Castell. 2005-01-05. A note on random walk in random scenery. https://arxiv.org/abs/math/0501068

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