Intrinsic branching structure within random walk on $\mathbb{Z}$
Probability
2010-12-06 v1
Abstract
In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time the first hitting time of by the walk starting from could be expressed in terms of a non-homogeneous multitype branching process. As an application of the branching structure, we prove a law of large numbers of random walk in random environment with bounded jumps and specify the explicit invariant density for the Markov chain of ``the environment viewed from the particle" .The invariant density and the limit velocity could be expressed explicitly in terms of the environment.
Cite
@article{arxiv.1012.0636,
title = {Intrinsic branching structure within random walk on $\mathbb{Z}$},
author = {Wenming Hong and Huaming Wang},
journal= {arXiv preprint arXiv:1012.0636},
year = {2010}
}
Comments
26 pages; 7 figures; 1 table