Localization of random walks in one-dimensional random environments
Der Verf. betrachtet Irrfahrten auf dem Gitter der nichtnegativen ganzen Zahlen, jeweils mit einer Folge von Übergangswahrscheinlichkeiten \({\mathcal A}=(q(x),r(x),p(x))\) von x nach x-1, x bzw. \(x+1\), dem sog. random environment und mit dem Start in \(x=0\). Dabei sind für jedes feste \({\mathcal A}\) die Wahrscheinlichkeiten q,r und p unabhängig und p und q sind für \(x\geq 1\), r für \(x\geq 0\) identisch in x verteilt. Auch die Folgen \(\{r(x),\quad x\geq 0\}\) sowie \(\{q(x)/p(x),\quad x\geq 1\}\) sollen unabhängig sein sowie die Erwartungswerte der Logarithmen der zweiten Folge und der der Quadrate der Logarithmen und der von \((1- r(x))^{-1}\) existieren. Ferner gelte für die Verweilwahrscheinlichkeiten \(P(r(x)>0)>0.\) Unter diesen Voraussetzungen wird ein Ergebnis von \textit{Ya. G. Sinaj} [Teor. Veroyatn. Primen. 27, 247-258 (1982; Zbl 0497.60065)] verschärft, das zeigt, daß ein in gewissen Sinne äquivalenter eindimensionaler stochasticher Prozeß \(\{m(t),\quad t\geq 0,\quad ganz\}\) existiert, der leichter zu behandeln ist und für den die Verteilungsfunktion für die Abweichung von dem oben angegebenen Prozeß \(\{X(t),\quad t\geq 0,\quad ganz\}\) im Sinne \(\lim_{t\to \infty}P(X(t)-m(t)\leq y)=F(y)\) existiert und gewisse, wichtige Eigenschaften besitzt.
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