Simple random walk on the line in random environment (Q1062355): Difference between revisions
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Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple random walk on the line in random environment |
scientific article |
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Simple random walk on the line in random environment (English)
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1986
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We obtain strong limiting bounds for the maximal excursion and for the maximum reached by a random walk in a random environment. Our results derive from a simple proof of Pólya's theorem for the recurrence of the random walk on the line. As applications, we obtain bounds for the number of visits of the random walk at the origin.
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random walk in a random environment
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transience
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recurrence
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local time
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law of the iterated logarithm
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