ASYMPTOTIC EXPANSION OF THE INVARIANT MEASURE FOR BALLISTIC RANDOM WALK IN THE LOW DISORDER REGIME

被引:3
作者
Campos, David [1 ]
Ramirez, Alejandro F. [2 ]
机构
[1] Univ Costa Rica, Escuela Matemat, Ciudad Univ Rodrigo Facio, San Jose, Costa Rica
[2] Pontificia Univ Catolica Chile, Fac Matemat, Avda Vicuna Mackenna 4860, Santiago 7820436, Chile
关键词
Random walk in random environment; Green function; invariant measure; RANDOM ENVIRONMENT; LARGE NUMBERS; OF-VIEW; POINTS; LAW;
D O I
10.1214/17-AOP1175
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a random walk in random environment in the low disorder regime on Z(d), that is, the probability that the random walk jumps from a site x to a nearest neighboring site x + e is given by p(e) + epsilon xi(x, e), where p(e) is deterministic, {{xi(x, e) : vertical bar e vertical bar(1) = 1} : x is an element of Z(d)} are i.i.d. and epsilon > 0 is a parameter, which is eventually chosen small enough. We establish an asymptotic expansion in epsilon for the invariant measure of the environmental process whenever a ballisticity condition is satisfied. As an application of our expansion, we derive a numerical expression up to first order in epsilon for the invariant measure of random perturbations of the simple symmetric random walk in dimensions d = 2.
引用
收藏
页码:4675 / 4699
页数:25
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