Dr Ostap Hryniv ostap.hryniv@durham.ac.uk
Associate Professor
Random walk in mixed random environment without uniform ellipticity
Hryniv, Ostap; Menshikov, Mikhail V.; Wade, Andrew R.
Authors
Professor Mikhail Menshikov mikhail.menshikov@durham.ac.uk
Professor
Professor Andrew Wade andrew.wade@durham.ac.uk
Professor
Abstract
We study a random walk in random environment on ℤ+. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i) points endowed with probabilities drawn from a symmetric distribution with heavy tails at 0 and 1, and (ii) “fast points” with a fixed systematic drift. Without these fast points, the model is related to the diffusion in heavy-tailed (“stable”) random potential studied by Schumacher and Singh; the fast points perturb that model. The two components compete to determine the behaviour of the random walk; we identify phase transitions in terms of the model parameters. We give conditions for recurrence and transience and prove almost sure bounds for the trajectories of the walk.
Citation
Hryniv, O., Menshikov, M. V., & Wade, A. R. (2013). Random walk in mixed random environment without uniform ellipticity. Proceedings of the Steklov Institute of Mathematics, 282(1), 106-123. https://doi.org/10.1134/s0081543813060102
Journal Article Type | Article |
---|---|
Publication Date | Oct 1, 2013 |
Deposit Date | Oct 22, 2013 |
Publicly Available Date | Mar 28, 2024 |
Journal | Proceedings of the Steklov Institute of Mathematics |
Print ISSN | 0081-5438 |
Electronic ISSN | 1531-8605 |
Publisher | Springer |
Peer Reviewed | Peer Reviewed |
Volume | 282 |
Issue | 1 |
Pages | 106-123 |
DOI | https://doi.org/10.1134/s0081543813060102 |
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Copyright Statement
The final publication is available at Springer via http://dx.doi.org/10.1134/S0081543813060102.
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