Stable fluctuations for ballistic random walks in random environment on Z
Probability
2010-05-02 v1
Abstract
We consider transient random walks in random environment on Z in the positive speed (ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitting time of level , after proper centering and normalization, converges to a completely asymmetric stable distribution, but does not describe its scale parameter. Following a previous article by three of the authors, where the (non-critical) zero speed case was dealt with, we give a new proof of this result in the subdiffusive case that provides a complete description of the limit law. The case of Dirichlet environment turns out to be remarkably explicit.
Cite
@article{arxiv.1004.1333,
title = {Stable fluctuations for ballistic random walks in random environment on Z},
author = {Nathanaël Enriquez and Christophe Sabot and Laurent Tournier and Olivier Zindy},
journal= {arXiv preprint arXiv:1004.1333},
year = {2010}
}