Random walks in time-inhomogeneous random environment conditioned to stay positive

MaRDI QIDQ6418655zbMATH OpenFDO

Authors Wenming Hong, Shengli Liang

Publication date 27 November 2022

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

Abstract: We consider a random walk ${S_n}_{ninmathbbN}$ in time-inhomogeneous random environment $xi$. For almost each realization of $xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random environment conditioned to stay positive by the Doob's $h$-transform. Furthermore, we prove a quenched invariance principle for the conditioned random walk for almost each realization of $xi$.

This page was built for publication: Random walks in time-inhomogeneous random environment conditioned to stay positive

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6418655)