Limiting behavior of random walk in a one-dimensional random environment (Q762836)

From MaRDI portal





scientific article; zbMATH DE number 3890464
Language Label Description Also known as
default for all languages
No label defined
    English
    Limiting behavior of random walk in a one-dimensional random environment
    scientific article; zbMATH DE number 3890464

      Statements

      Limiting behavior of random walk in a one-dimensional random environment (English)
      0 references
      0 references
      1984
      0 references
      In this paper a random walk in \({\mathbb{Z}}^ 1\) of the following type is considered: moving point jumps from the point \(x\in {\mathbb{Z}}^ 1\) into the point \(x+1(x-1)\) with probability p(x) \((q(x)=1-p(x))\), where p(x), \(x\in {\mathbb{Z}}^ 1\), are identically distributed independent random variables. Let x(n) be the position of the moving point after n jumps, \(x(0)=0\). Suppose ln(q(x)/p(x)) lies in the region of normal attraction of some stable law with characteristic index \(\alpha\). Under these assumptions it is shown that the probability distribution of \(x(n)/\ln^{\alpha}n\) becomes localized, when \(n\to \infty\).
      0 references
      0 references
      random environment
      0 references
      region of normal attraction
      0 references
      stable law
      0 references

      Identifiers