The infinite valley for a recurrent random walk in random environment
Probability
2009-02-26 v2
Abstract
We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the - suitably centered - empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the RWRE and also determine the exact constant in the almost sure upper limit of the maximal local time.
Cite
@article{arxiv.0708.1739,
title = {The infinite valley for a recurrent random walk in random environment},
author = {Nina Gantert and Yuval Peres and Zhan Shi},
journal= {arXiv preprint arXiv:0708.1739},
year = {2009}
}
Comments
17 pages, 1 figure