English

Scaling limit theorems for the $\kappa$-transient random walk in random and non-random environment

Probability 2014-12-16 v1

Abstract

Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the κ\kappa-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion proces in a Brownian environment with drift κ\kappa. In the present paper we will investigate the connections between these two kind of models, i.e., we will construct a sequence of the κ\kappa-transient RWREs and prove it convergence to the diffusion proces in a Brownian environment with drift κ\kappa by proper scaling. To this end, we need a counterpart convergence for the κ\kappa-transient random walk in non-random environment, which is interesting itself.

Keywords

Cite

@article{arxiv.1412.4326,
  title  = {Scaling limit theorems for the $\kappa$-transient random walk in random and non-random environment},
  author = {Wenming Hong and Hui Yang},
  journal= {arXiv preprint arXiv:1412.4326},
  year   = {2014}
}