Random walk in mixed random environment without uniform ellipticity

We study a random walk in random environment on ℤ + . The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i) points endowed with probabilities drawn from a symmetric distribution with heavy ta...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Proceedings of the Steklov Institute of Mathematics 2013-10, Vol.282 (1), p.106-123
Hauptverfasser: Hryniv, Ostap, Menshikov, Mikhail V., Wade, Andrew R.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We study a random walk in random environment on ℤ + . The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i) points endowed with probabilities drawn from a symmetric distribution with heavy tails at 0 and 1, and (ii) “fast points” with a fixed systematic drift. Without these fast points, the model is related to the diffusion in heavy-tailed (“stable”) random potential studied by Schumacher and Singh; the fast points perturb that model. The two components compete to determine the behaviour of the random walk; we identify phase transitions in terms of the model parameters. We give conditions for recurrence and transience and prove almost sure bounds for the trajectories of the walk.
ISSN:0081-5438
1531-8605
DOI:10.1134/S0081543813060102