|
This article is cited in 2 scientific papers (total in 2 papers)
On the times of attaining high levels by a random walk in a random environment
V. I. Afanasyev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
Let $(p_i,q_i)$, $i\in \mathbf{Z}$, be a sequence of independent
identically distributed random vectors such that $p_i,q_i>0$ and $p_i+q_i$ $=1$
a.s. for
$i\in \mathbf{Z}$. We consider a random walk in the random environment
$\{(p_i,q_i)$, $i\in \mathbf{Z}\}$. It is assumed that $\mathbf{E}\ln
(p_0/q_0)=0$ and $0<\mathbf{E}\ln^{2}(q_0/p_0)<+\infty$. We study the times
of attaining $T_{n_1},\dots,T_{n_m}$ of increasing levels $n_1,\dots,n_m$ of
order $n$. It is proved that the underlying probability space can be
partitioned into random events (depending on $n$) such that their
probabilities for large $n$ are close to positive numbers, and on each such
event, the set of times $T_{n_1},\dots,T_{n_m}$ is partitioned into
consecutive groups such that elements of each group have the same order
and are negligible compared with those of the successive group.
Keywords:
random walk in random environment, branching in random environment with immigration,
limit theorem.
Received: 13.03.2019 Revised: 12.11.2019 Accepted: 20.11.2019
Citation:
V. I. Afanasyev, “On the times of attaining high levels by a random walk in a random environment”, Teor. Veroyatnost. i Primenen., 65:3 (2020), 460–478; Theory Probab. Appl., 65:3 (2020), 359–374
Linking options:
https://www.mathnet.ru/eng/tvp5307https://doi.org/10.4213/tvp5307 https://www.mathnet.ru/eng/tvp/v65/i3/p460
|
|