Random walk in random environment with asymptotically zero perturbations

DOI10.4171/JEMS/64zbMATH Open1116.60059arXivmath/0608696MaRDI QIDQ874825FDOQ874825

Authors: Andrew R. Wade, Mikhail V. Menshikov 

Publication date: 10 April 2007

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Abstract: We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results complement existing criteria for random walks in random environments and for Markov chains with asymptotically zero drift, and are significantly different to these previously studied cases. Our method is based on a martingale technique - the method of Lyapunov functions.

Full work available at URL: https://arxiv.org/abs/math/0608696

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zbMATH Keywords

Lyapunov functionsrandom walk in random environmentrecurrence/transience criteriaperturbation of Sinai's regime

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

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Cited In (5)

• Constructive approach to limit theorems for recurrent diffusive random walks on a strip
• Random walk in mixed random environment without uniform ellipticity
• Asymptotic behaviour for random walks in random environments
• Logarithmic speeds for one-dimensional perturbed random walks in random environments
• Localization for a random walk in slowly decreasing random potential

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