Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment
Sabot, Christophe ; Tournier, Laurent
Ann. Inst. H. Poincaré Probab. Statist., Tome 47 (2011) no. 1, p. 1-8 / Harvested from Project Euclid
We consider random walks in a random environment given by i.i.d. Dirichlet distributions at each vertex of ℤd or, equivalently, oriented edge reinforced random walks on ℤd. The parameters of the distribution are a 2d-uplet of positive real numbers indexed by the unit vectors of ℤd. We prove that, as soon as these weights are nonsymmetric, the random walk is transient in a direction (i.e., it satisfies Xn ⋅ ℓ →n +∞ for some ℓ) with positive probability. In dimension 2, this result is strenghened to an almost sure directional transience thanks to the 0–1 law from [Ann. Probab. 29 (2001) 1716–1732]. Our proof relies on the property of stability of Dirichlet environment by time reversal proved in [Random walks in random Dirichlet environment are transient in dimension d ≥ 3 (2009), Preprint]. In a first part of this paper, we also give a probabilistic proof of this property as an alternative to the change of variable computation used initially.
Publié le : 2011-02-15
Classification:  Random walk,  Random environment,  Dirichlet distribution,  Directional transience,  Time reversal,  60K37,  60K35
@article{1294170226,
     author = {Sabot, Christophe and Tournier, Laurent},
     title = {Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {47},
     number = {1},
     year = {2011},
     pages = { 1-8},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1294170226}
}
Sabot, Christophe; Tournier, Laurent. Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment. Ann. Inst. H. Poincaré Probab. Statist., Tome 47 (2011) no. 1, pp.  1-8. http://gdmltest.u-ga.fr/item/1294170226/