Random walk on nonnegative integers in beta distributed random environment
Abstract
We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent distributed random variables, with a specific behaviour at the boundary, controlled by an extra parameter . We show that this model is exactly solvable and prove a formula for the mixed moments of the random heat kernel. We then provide two formulas that allow us to study the large-scale behaviour. The first involves a Fredholm Pfaffian, which we use to prove a local limit theorem describing how the boundary parameter affects the return probabilities. The second is an explicit series of integrals, and we show that non-rigorous critical point asymptotics suggest that the large deviation behaviour of this half-space random walk in random environment is the same as for the analogous random walk on .
Cite
@article{arxiv.2201.07270,
title = {Random walk on nonnegative integers in beta distributed random environment},
author = {Guillaume Barraquand and Mark Rychnovsky},
journal= {arXiv preprint arXiv:2201.07270},
year = {2022}
}
Comments
44 pages. v3: minor edits