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...

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Bibliographic Details
Main Authors: Georgiy Shevchenko, Andrii Yaroshevskiy
Format: Article
Language:English
Published: Austrian Statistical Society 2023-08-01
Series:Austrian Journal of Statistics
Online Access:https://www.ajs.or.at/index.php/ajs/article/view/1758