Random walk in random environment with asymptotically zero perturbations
The authors give criteria for ergodicity, transience and null-recurrence for the random walk in random environment (RWRE) on \(\mathbb{Z}^+=\{0,1,2,\dots,\}\) with reflection at the origin, where the environment is subject to a vanishing perturbation. To define such an RWRE, let \(\xi_n \in [\varepsilon, 1-\varepsilon]\), \(Y_n \in [-1,+1]\), \(0 < \varepsilon <1/2\), \(n=1,2,\dots\), be two sequences of i.i.d. random variables, \(\chi(n)\) be a vanishing function \(\chi(n) \to 0\) as \(n \to \infty\). For a particular realization of these sequences the following quantities are defined: \(p_n=\xi_n+Y_n\chi(n)\) if \(\varepsilon/2 \leq \xi_n+Y_n\chi(n) \leq 1- \varepsilon/2\), \(p_n=\varepsilon/2\) if \(\xi_n+Y_n\chi(n) < \varepsilon/2\), \(p_n=1-\varepsilon/2\) if \(\xi_n+Y_n\chi(n) > 1- \varepsilon/2\) and \(q_n=1-p_n\). A particular realization of \((p_n,q_n)\), \(n=1,2,\dots,\) is called random environment and denoted by \(\omega\). The RWRE \(\eta_t(\omega)\), \(t=0,1,2,\dots,\) is defined as follows: \(P[\eta_{t+1}(\omega)=n-1\mid \eta_t(\omega)=n]=p_n\), \(P[\eta_{t+1}(\omega)=n+1\mid \eta_t(\omega)=n]=q_n\), for \(n=1,2,\dots,\) and \(P[\eta_{t+1}(\omega)=1\mid \eta_t(\omega)=0]= P[\eta_{t+1}(\omega)=0\mid \eta_t(\omega)=0]=1/2\). The results of the article complement existing criteria for RWREs and for Markov chains with asymptotically zero drift, and are significantly different from the previously studied cases. The authors demonstrate the essential difference between a random walk in a deterministic environment, perturbed from its critical (null-recurrent) regime, and RWRE, also perturbed from its critical regime (Sinai's regime). It is shown that in RWREs the critical magnitude for the perturbation \(\chi(n)\) is of order \(n^{-1/2}\) in comparison with a critical magnitude of the order \(n^{-1}\) in the nonrandom environment case. The method is based on Lyapunov functions.
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