Logarithmic speeds for one-dimensional perturbed random walk in random environment

M. V. Menshikov, Andrew R. Wade

Research output: Contribution to journal › Article

6 Citations (Scopus)

Abstract

We study the random walk in random environment on Z+ = f0; 1; 2; : : :g, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) random walk in random environment perturbed from Sinai's regime; (ii) simple random walk with random perturbation. We give almost sure results on how far the random walker is from the origin, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order (log t), for 2 (1;1), depending on the perturbation. In addition, in the ergodic cases, we give results on the rate of decay of the stationary distribution.
LanguageEnglish
Pages389-416
Number of pages28
JournalStochastic Processes and their Applications
Volume118
Issue number3
DOIs
Publication statusPublished - Mar 2008

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Random Walk in Random Environment
Random Perturbation
Logarithmic
Simple Random Walk
Stationary Distribution
Decay
Perturbation

Keywords

  • random walk
  • random environment
  • logarithmic speeds
  • almost sure behaviour
  • slow transience

Cite this

Menshikov, M. V. ; Wade, Andrew R. / Logarithmic speeds for one-dimensional perturbed random walk in random environment. In: Stochastic Processes and their Applications. 2008 ; Vol. 118, No. 3. pp. 389-416.
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Menshikov, MV & Wade, AR 2008, 'Logarithmic speeds for one-dimensional perturbed random walk in random environment' Stochastic Processes and their Applications, vol. 118, no. 3, pp. 389-416. https://doi.org/10.1016/j.spa.2007.04.011

Logarithmic speeds for one-dimensional perturbed random walk in random environment. / Menshikov, M. V.; Wade, Andrew R.

In: Stochastic Processes and their Applications, Vol. 118, No. 3, 03.2008, p. 389-416.

Research output: Contribution to journal › Article

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AU - Menshikov, M. V.

AU - Wade, Andrew R.

PY - 2008/3

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N2 - We study the random walk in random environment on Z+ = f0; 1; 2; : : :g, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) random walk in random environment perturbed from Sinai's regime; (ii) simple random walk with random perturbation. We give almost sure results on how far the random walker is from the origin, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order (log t), for 2 (1;1), depending on the perturbation. In addition, in the ergodic cases, we give results on the rate of decay of the stationary distribution.

AB - We study the random walk in random environment on Z+ = f0; 1; 2; : : :g, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) random walk in random environment perturbed from Sinai's regime; (ii) simple random walk with random perturbation. We give almost sure results on how far the random walker is from the origin, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order (log t), for 2 (1;1), depending on the perturbation. In addition, in the ergodic cases, we give results on the rate of decay of the stationary distribution.

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Menshikov MV, Wade AR. Logarithmic speeds for one-dimensional perturbed random walk in random environment. Stochastic Processes and their Applications. 2008 Mar;118(3):389-416. https://doi.org/10.1016/j.spa.2007.04.011

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