The infinite valley for a recurrent random walk in random environment
The authors consider the time-homogeneous Markov chain \(X_{n}\) taking values in \(\mathbb{Z}_{+}\) with random transition probabilities. The probabilities of transitions \(x\to x+1\) and \(x\to x-1\) for \(x>0\) are equal to \(\omega_{x}\) and \(1-\omega_{x}\) respectively. Here \((\omega_{x})_{x\in \mathbb{Z}}\) is a collection of i.i.d.r.v. taking values in \((0,1)\). The reflections \(0\to 1\) are carried out almost surely and \(X_{0}=0\). If \(\xi(n,x)=\{0\leq j\leq n: X_{j}=x\}\) and \(\xi(n)^{\ast}=\sup_{x\in\mathbb{Z}}\xi(n,x)\), then authors proof the exact constant for the following limit \(\lim \sup_{n\to\infty}\frac{\xi(n)^{\ast}}{n}\) a.s. The authors proof of weakly convergence of \((\frac{\xi(n,b_{n}+x)}{n}, x\in \mathbb{Z})\) as element of space of real-valued sequences \(l^{1}:=\{l(x), x\in \mathbb{Z}\}\) satisfying \(\sum_{x\in\mathbb{Z}}|l(x)|<\infty\) too. This limit and constants \(b_{n}\) are defined constructively.
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