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 -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 . In the present paper we will investigate the connections between these two kind of models, i.e., we will construct a sequence of the -transient RWREs and prove it convergence to the diffusion proces in a Brownian environment with drift by proper scaling. To this end, we need a counterpart convergence for the -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}
}