We consider a model of random walks on ℤ with finite range in a stationary and ergodic random environment. We first provide a fine analysis of the geometrical properties of the central left and right Lyapunov eigenvectors of the random matrix naturally associated with the random walk, highlighting the mechanism of the model. This allows us to formulate a criterion for the existence of the absolutely continuous invariant measure for the environments seen from the particle. We then deduce a characterization of the non-zero-speed regime of the model.
Publié le : 2009-02-15
Classification:
Finite range Markov chain,
Lyapunov eigenvector,
Invariant measure,
Stable cone,
60F15,
60J10,
60K37
@article{1234469972,
author = {Br\'emont, Julien},
title = {One-dimensional finite range random walk in random medium and invariant measure equation},
journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
volume = {45},
number = {1},
year = {2009},
pages = { 70-103},
language = {en},
url = {http://dml.mathdoc.fr/item/1234469972}
}
Brémont, Julien. One-dimensional finite range random walk in random medium and invariant measure equation. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp. 70-103. http://gdmltest.u-ga.fr/item/1234469972/