The Local time of Simple Random Walk in Random Environment

被引:0
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作者
Yueyun Hu
Zhan Shi
机构
[1] Université Paris VI,Laboratoire de Probabilités
[2] L.S.T.A.,undefined
[3] Université Paris VI,undefined
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关键词
Local time; random environment; integral test; Lévy's class;
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摘要
Two integral tests are established, which characterize respectively Lévy's upper and lower classes for the local time of Sinai's simple random walk in random environment. The weak convergence of the local time is also studied, and the limiting distribution determined. Our results can be applied to a class of diffusion processes with random potentials which asymptotically behave like Brownian motion.
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页码:765 / 793
页数:28
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