English

Random walks in time-inhomogeneous random environment conditioned to stay positive

Probability 2022-11-29 v1

Abstract

We consider a random walk {Sn}nN\{S_n\}_{n\in \mathbb{N}} in time-inhomogeneous random environment ξ\xi. For almost each realization of ξ\xi, 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 hh-transform. Furthermore, we prove a quenched invariance principle for the conditioned random walk for almost each realization of ξ\xi.

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}
}