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A limit theorem for a random walk in a stationary scenery coming from a hyperbolic dynamical system

Francoise Pene
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Abstract

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(ξ\_k:=f(T^k(.)))\_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S\_n)\_n$ be a simple symmetric random walk on $Z$ independent of $(ξ\_k)\_k$. We give examples of partially hyperbolic dynamical systems and of functions $f$ such that $n^{-3/4}(ξ(S\_1)+...+ξ(S\_k))$ converges in distribution as $n$ goes to infinity.

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Francoise Pene. 2006-01-30. A limit theorem for a random walk in a stationary scenery coming from a hyperbolic dynamical system. https://arxiv.org/abs/math/0601735

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