Random walk in mixed random environment without uniform ellipticity

被引:0
作者
Ostap Hryniv
Mikhail V. Menshikov
Andrew R. Wade
机构
[1] Durham University,Department of Mathematical Sciences
来源
Proceedings of the Steklov Institute of Mathematics | 2013年 / 282卷
关键词
Random Walk; Lyapunov Function; STEKLOV Institute; Random Environment; Iterate Logarithm;
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摘要
We study a random walk in random environment on ℤ+. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i) points endowed with probabilities drawn from a symmetric distribution with heavy tails at 0 and 1, and (ii) “fast points” with a fixed systematic drift. Without these fast points, the model is related to the diffusion in heavy-tailed (“stable”) random potential studied by Schumacher and Singh; the fast points perturb that model. The two components compete to determine the behaviour of the random walk; we identify phase transitions in terms of the model parameters. We give conditions for recurrence and transience and prove almost sure bounds for the trajectories of the walk.
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页码:106 / 123
页数:17
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