Quenched limits for transient, ballistic, sub-Gaussian one-dimensional random walk in random environment

被引:11
作者
Peterson, Jonathon [1 ]
机构
[1] Univ Wisconsin, Dept Math, Madison, WI 53705 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2009年 / 45卷 / 03期
关键词
Random walk; Random environment;
D O I
10.1214/08-AIHP149
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 nearest-neighbor, one-dimensional random walk {X-n}(n >= 0) in a random i.i.d. environment, in the regime where the walk is transient with speed vp > 0 and there exists an s is an element of (1, 2) such that the annealed law of n(-1/s) (X-n - nvp) converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences (t(k)) and {t'(k)} depending on the environment only, such that a quenched central limit theorem holds along the subsequence tk, but the quenched limiting distribution along the subsequence t'(k) centered reverse exponential distribution. This complements the results of a recent paper of Peterson and Zeitouni (arXiv:math/0704.1778v1 [math.PR]) which handled the case when the parameter s is an element of (0, 1).
引用
收藏
页码:685 / 709
页数:25
相关论文
共 11 条
[1]  
Chow YS., 1978, Probability theory independenceinterchangeabilitymartingales
[2]  
ENRIQUEZ N, 2007, ARXIVMATH10703660V3M
[3]  
GOLDSHEID IY, 2006, MATHPR10605775MATHPR
[4]   EXTREME VALUES IN GI-G-1 QUEUE [J].
IGLEHART, DL .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02) :627-+
[5]  
KESTEN H, 1975, COMPOS MATH, V30, P145
[6]   GENERALIZED POISSON-DISTRIBUTIONS AS LIMITS OF SUMS FOR ARRAYS OF DEPENDENT RANDOM VECTORS [J].
KOBUS, M .
JOURNAL OF MULTIVARIATE ANALYSIS, 1995, 52 (02) :199-244
[7]  
KOZLOV SM, 1984, DOKL AKAD NAUK SSSR+, V278, P531
[8]  
PETERSON J, 2008, ARXIVMATH08100257V1
[9]   QUENCHED LIMITS FOR TRANSIENT, ZERO SPEED ONE-DIMENSIONAL RANDOM WALK IN RANDOM ENVIRONMENT [J].
Peterson, Jonathon ;
Zeitouni, Ofer .
ANNALS OF PROBABILITY, 2009, 37 (01) :143-188
[10]   RANDOM-WALKS IN A RANDOM ENVIRONMENT [J].
SOLOMON, F .
ANNALS OF PROBABILITY, 1975, 3 (01) :1-31