Quenched limits for transient, ballistic, sub-Gaussian one-dimensional random walk in random environment
Peterson, Jonathon
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 685-709 / Harvested from Project Euclid
We consider a nearest-neighbor, one-dimensional random walk {Xn}n≥0 in a random i.i.d. environment, in the regime where the walk is transient with speed vP>0 and there exists an s∈(1, 2) such that the annealed law of n−1/s(Xn−nvP) converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences {tk} and {tk'} depending on the environment only, such that a quenched central limit theorem holds along the subsequence tk, but the quenched limiting distribution along the subsequence tk' is a centered reverse exponential distribution. This complements the results of a recent paper of Peterson and Zeitouni (arXiv:math/0704.1778v1 [math.PR]) which handled the case when the parameter s∈(0, 1).
Publié le : 2009-08-15
Classification:  Random walk,  Random environment,  60K37,  60F05,  82C41,  82D30
@article{1249391380,
     author = {Peterson, Jonathon},
     title = {Quenched limits for transient, ballistic, sub-Gaussian one-dimensional random walk in random environment},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 685-709},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1249391380}
}
Peterson, Jonathon. Quenched limits for transient, ballistic, sub-Gaussian one-dimensional random walk in random environment. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  685-709. http://gdmltest.u-ga.fr/item/1249391380/