Random walks in time-inhomogeneous random environment conditioned to stay positive
Probability
2022-11-29 v1
Abstract
We consider a random walk in time-inhomogeneous random environment . For almost each realization of , we formulate a quenched harmonic function, based on which we can define the random walk in random environment conditioned to stay positive by the Doob's -transform. Furthermore, we prove a quenched invariance principle for the conditioned random walk for almost each realization of .
Keywords
Cite
@article{arxiv.2211.15017,
title = {Random walks in time-inhomogeneous random environment conditioned to stay positive},
author = {Wenming Hong and Shengli Liang},
journal= {arXiv preprint arXiv:2211.15017},
year = {2022}
}