Logarithmic speeds for one-dimensional perturbed random walk in random environment
Menshikov, M. V. and Wade, Andrew R. (2008) Logarithmic speeds for one-dimensional perturbed random walk in random environment. Stochastic Processes and their Applications, 118 (3). pp. 389-416. ISSN 0304-4149 (https://doi.org/10.1016/j.spa.2007.04.011)
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Abstract
We study the random walk in random environment on Z+ = f0; 1; 2; : : :g, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) random walk in random environment perturbed from Sinai's regime; (ii) simple random walk with random perturbation. We give almost sure results on how far the random walker is from the origin, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order (log t), for 2 (1;1), depending on the perturbation. In addition, in the ergodic cases, we give results on the rate of decay of the stationary distribution.
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Item type: Article ID code: 13395 Dates: DateEventMarch 2008PublishedSubjects: Science > Mathematics > Probabilities. Mathematical statistics
Science > MathematicsDepartment: Faculty of Science > Mathematics and Statistics Depositing user: Mrs Carolynne Westwood Date deposited: 12 Nov 2009 13:50 Last modified: 11 Nov 2024 09:06 URI: https://strathprints.strath.ac.uk/id/eprint/13395