A central limit theorem for random walk in a random environment on marked Galton-Watson trees

被引:18
作者
Faraud, Gabriel [1 ]
机构
[1] Univ Paris 13, Inst Galilee, UMR 7539, Lab Anal Geometrie & Applicat, F-93430 Villetaneuse, France
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2010年 / 16卷
关键词
Random Walk; random environment; tree; branching random walk; central limit theorem; PERCOLATION;
D O I
10.1214/EJP.v16-851
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
Models of random walks in a random environment were introduced at first by Chernoff in 1967 in order to study biological mechanisms. The original model has been intensively studied since then and is now well understood. In parallel, similar models of random processes in a random environment have been studied. In this article we focus on a model of random walk on random marked trees, following a model introduced by R. Lyons and R. Pemantle (1992). Our point of view is a bit different yet, as we consider a very general way of constructing random trees with random transition probabilities on them. We prove an analogue of R. Lyons and R. Pemantle's recurrence criterion in this setting, and we study precisely the asymptotic behavior, under restrictive assumptions. Our last result is a generalization of a result of Y. Peres and O. Zeitouni (2006) concerning biased random walks on Galton-Watson trees.
引用
收藏
页码:174 / 215
页数:42
相关论文
共 24 条
[1]   Transient random walks in random environment on a Galton-Watson tree [J].
Aidekon, Elie .
PROBABILITY THEORY AND RELATED FIELDS, 2008, 142 (3-4) :525-559
[2]  
[Anonymous], 1976, Denumerable Markov Chains
[3]   EXPONENTIAL INEQUALITIES FOR SELF-NORMALIZED MARTINGALES WITH APPLICATIONS [J].
Bercu, Bernard ;
Touati, Abderrahmen .
ANNALS OF APPLIED PROBABILITY, 2008, 18 (05) :1848-1869
[4]  
Biggins JD, 1997, ANN PROBAB, V25, P337
[5]   MARTINGALE CONVERGENCE IN BRANCHING RANDOM-WALK [J].
BIGGINS, JD .
JOURNAL OF APPLIED PROBABILITY, 1977, 14 (01) :25-37
[6]  
Billingsley Patrick, 1999, Convergence of probability measures, V2nd
[7]  
CHERNOV AA, 1967, BIOPHYS-USSR, V12, P336
[8]  
Faraud G., 2010, ALMOST SURE CONVERGE
[9]   Slow movement of random walk in random environment on a regular tree [J].
Hu, Yueyun ;
Shi, Zhan .
ANNALS OF PROBABILITY, 2007, 35 (05) :1978-1997
[10]   A subdiffusive behaviour of recurrent random walk in random environment on a regular tree [J].
Hu, Yueyun ;
Shi, Zhan .
PROBABILITY THEORY AND RELATED FIELDS, 2007, 138 (3-4) :521-549