Intrinsic branching structure within (L-1) random walk in random environment and its applications

DOI10.1142/S0219025713500069zbMATH Open1274.60256arXiv1003.3731MaRDI QIDQ2854014FDOQ2854014

Authors: Wenming Hong, Huaming Wang 

Publication date: 17 October 2013

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching structure. Firstly, we specify the explicit invariant density by a method different with the one used in Br'emont [3] and reprove the law of large numbers of the random walk by a method known as the environment viewed from particles". Secondly, the branching structure enables us to prove a stable limit law, generalizing the result of Kesten-Kozlov-Spitzer [11] for the nearest random walk in random environment. As a byproduct, we also prove that the total population of a multitype branching process in random environment with immigration before the first regeneration belongs to the domain of attraction of some kappa -stable law.

Full work available at URL: https://arxiv.org/abs/1003.3731

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zbMATH Keywords

random walkdensityrandom environmentbranching process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• The method of averaging and walks in inhomogeneous environments
• Limiting distributions and regeneration times for multitype branching processes with immigration in a random environment
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• Recurrence and transience criteria for random walk in a random environment
• Transient random walks on a strip in a random environment
• Simple transient random walks in one-dimensional random environment: the central limit theorem
• Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip
• Branching structure for the transient \((1, R)\)-random walk in random environment and its applications

Cited In (16)

• Title not available (Why is that?)
• Branching particle systems in spectrally one-sided Lévy processes
• Branching structures within random walks and their applications
• Branching structure within random walk
• Light-tailed behavior of stationary distribution for state-dependent random walks on a strip
• Scaling limit of the local time of random walks conditioned to stay positive
• A renewal theorem for \((L,1)\)-random walk in random environment
• Scaling limit of local time of Sinai's random walk
• Law of large numbers for random walk with unbounded jumps and birth and death process with bounded jumps in random environment
• Scaling limit of the local time of the reflected \((1, 2)\)-random walk
• On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice
• A note on multitype branching process with bounded immigration in random environment
• \(M\)-estimator and its weak consistency for a \((2,1)\) random walk in a parametric random environment
• Branching structure for the transient \((1, R)\)-random walk in random environment and its applications
• Intrinsic branching structure within random walk on \(\mathbb{Z}\)
• The intrinsic branching structure for the random walk on a strip in a random environment

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