English

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.

Keywords

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

R2 v1 2026-06-21T09:07:05.519Z