Convergence of U-statistics indexed by a random walk to stochastic   integrals of a Levy sheet
  We establish limit theorems for U-statistics indexed by a random walk on Z^d and we express the limit in terms of some Levy sheet Z(s,t). Under some hypotheses, we prove that the limit process is Z(t,t) if the random walk is transient or null-recurrent ant that it is some stochastic integral with respect to Z when the walk is positive recurrent. We compare our results with results for random walks in random scenery. 
Brice Franke (LM), Francoise Pene (LM), Martin Wendler
math.PR