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

arXiv2211.15017MaRDI QIDQ6418655FDOQ6418655

Wenming Hong, Shengli Liang

Publication date: 27 November 2022

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 $xi$.

Mathematics Subject Classification ID

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

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