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This article is cited in 6 scientific papers (total in 6 papers)
On the time of attaining a high level by a transient random walk in a random environment
V. I. Afanasyev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
Let a sequence of independent identically distributed pairs of random variables $(p_{i},q_{i}) $, $i\in \mathbf{Z}$, be given, with ${p_{0}+q_{0}=1}$ and $p_{0}>0$, $q_{0}>0$ a.s. We consider a random walk in the random environment $(p_{i},q_{i}) $, $i\in \mathbf{Z}$. This means that under a fixed environment a walking particle located at some moment in a state $i$ jumps either to the state $(i+1) $ with probability $p_{i}$ or to the state $(i-1) $ with probability $q_{i}$. It is assumed that $\mathbf{E}\,\log (p_{0}/q_{0}) <0$, i.e., that the random walk tends with time to $-\infty$. The set of such random walks may be divided into three types according to the value of the quantity $\mathbf{E}\,((p_{0}/q_{0}) \log (p_{0}/q_{0}))$. In the case when the expectation above is zero we prove a limit theorem as $n\to \infty $ for the of time distribution of reaching the level $n$ by the mentioned random walk.
Received: 14.01.2015 Revised: 21.09.2015
Citation:
V. I. Afanasyev, “On the time of attaining a high level by a transient random walk in a random environment”, Teor. Veroyatnost. i Primenen., 61:2 (2016), 234–267; Theory Probab. Appl., 61:2 (2017), 178–207
Linking options:
https://www.mathnet.ru/eng/tvp5055https://doi.org/10.4213/tvp5055 https://www.mathnet.ru/eng/tvp/v61/i2/p234
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