Journal article

Limit Theorems For Additive Functionals Of Continuous-Time Lattice Random Walks In A Stationary Random Environment

Year:

2023

Published in:

Austrian Journal of Statistics
lattice random walk
random environment
normalized additive functional
asymptotic behavior
limit theorem

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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