Stable limit laws for random walk in a sparse random environment I: moderate sparsity

Authors Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov, Alexander Marynych, Alexander Roitershtein

Publication date 27 April 2018

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

Abstract: A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random environment. A random walk

(X_{n})_{n i n m a t h b b N c u p 0}

in a sparse random environment

(S_{k}, l a m b d a_{k})_{k i n m a t h b b Z}

is a nearest neighbor random walk on

m a t h b b Z

that jumps to the left or to the right with probability

1 / 2

from every point of

m a t h b b Z s e t m i n u s l d o t s, S_{- 1}, S_{0} = 0, S_{1}, l d o t s

and jumps to the right (left) with the random probability

l a m b d a_{k + 1}

(

1 - l a m b d a_{k + 1}

) from the point

S_{k}

,

k i n m a t h b b Z

. Assuming that

(S_{k} - S_{k - 1}, l a m b d a_{k})_{k i n m a t h b b Z}

are independent copies of a random vector

(x i, l a m b d a) i n m a t h b b N i m e s (0, 1)

and the mean

m a t h b b E x i

is finite (moderate sparsity) we obtain stable limit laws for

X_{n}

, properly normalized and centered, as

n o i n f t y

. While the case

x i l e q M

a.s. for some deterministic

M > 0

(weak sparsity) was analyzed by Matzavinos et al., the case

m a t h b b E x i = i n f t y

(strong sparsity) will be analyzed in a forthcoming paper.

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