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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 2, Pages 234–267 (Mi tvp5055)

This article is cited in 6 papers

On the time of attaining a high level by a transient random walk in a random environment

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: Let a sequence of independent identically distributed pairs of random variables $(p_{i},q_{i}) $, $i\in \mathbf{Z}$, be given, with ${p_{0}+q_{0}=1}$ and $p_{0}>0$, $q_{0}>0$ a.s. We consider a random walk in the random environment $(p_{i},q_{i}) $, $i\in \mathbf{Z}$. This means that under a fixed environment a walking particle located at some moment in a state $i$ jumps either to the state $(i+1) $ with probability $p_{i}$ or to the state $(i-1) $ with probability $q_{i}$. It is assumed that $\mathbf{E}\,\log (p_{0}/q_{0}) <0$, i.e., that the random walk tends with time to $-\infty$. The set of such random walks may be divided into three types according to the value of the quantity $\mathbf{E}\,((p_{0}/q_{0}) \log (p_{0}/q_{0}))$. In the case when the expectation above is zero we prove a limit theorem as $n\to \infty $ for the of time distribution of reaching the level $n$ by the mentioned random walk.

Received: 14.01.2015
Revised: 21.09.2015

DOI: 10.4213/tvp5055


 English version:
Theory of Probability and its Applications, 2017, 61:2, 178–207

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