Limit laws for transient random walks in random environment on $\z$
Probability
2009-04-09 v4
Abstract
We consider transient random walks in random environment on with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit.
Cite
@article{arxiv.math/0703660,
title = {Limit laws for transient random walks in random environment on $\z$},
author = {Nathanaël Enriquez and Christophe Sabot and Olivier Zindy},
journal= {arXiv preprint arXiv:math/0703660},
year = {2009}
}
Comments
31 pages, accepted for publication in "Annales de l'Institut Fourier"