ON THE TIME OF REACHING A HIGH LEVEL BY A TRANSIENT RANDOM WALK IN A RANDOM ENVIRONMENT

被引:5
|
作者
Afanasyev, V. I. [1 ]
机构
[1] Steklov Math Inst RAS, Moscow, Russia
基金
俄罗斯科学基金会;
关键词
random walk in random environment; branching process with immigration in random environment; functional limit theorems;
D O I
10.1137/S0040585X97T988101
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let a sequence of independent identically distributed pairs of random variables (pi, qi), i is an element of Z, be given, with p(0) + q(0) = 1 and p(0) > 0, q(0) > 0 a.s. We consider a random walk in the random environment (p(i), q(i)), i is an element of Z. This means that under a fixed environment a walking particle located at some moment in a state i jumps either to the state (i - 1) with probability p(i) or to the state (i - 1) with probability q(i). It is assumed that E log(p(0)/q(0)) < 0, i.e., that the random walk tends with time to - infinity. The set of such random walks may be divided into three types according to the value of the quantity E ((p(0)/q(0)) log(p(0)/q(0))). In the case when the expectation above is zero we prove a limit theorem as n -> infinity for the of time distribution of reaching the level n by the mentioned random walk.
引用
收藏
页码:177 / 206
页数:30
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