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

arXiv1804.10633MaRDI QIDQ6300913FDOQ6300913

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

Publication date: 27 April 2018

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.

Mathematics Subject Classification ID

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)

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