Limiting behavior of random walk in a one-dimensional random environment (Q762836)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Limiting behavior of random walk in a one-dimensional random environment |
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
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
random environment
0 references
region of normal attraction
0 references
stable law
0 references
0.904181957244873
0 references
0.8534078001976013
0 references
0.8425924777984619
0 references
0.8389431834220886
0 references
0.8334946036338806
0 references