RUS  ENG
Full version
JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2013 Volume 282, Pages 114–131 (Mi tm3478)

This article is cited in 1 paper

Random walk in mixed random environment without uniform ellipticity

Ostap Hryniv, Mikhail V. Menshikov, Andrew R. Wade

Department of Mathematical Sciences, Durham University, Durham, UK

Abstract: We study a random walk in random environment on $\mathbb Z_+$. 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.

UDC: 519.217.31

Received in February 2013

Language: English

DOI: 10.1134/S0371968513030102


 English version:
Proceedings of the Steklov Institute of Mathematics, 2013, 282, 106–123

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024