Random walk in random environment with asymptotically zero perturbation
Journal of the European Mathematical Society, Tome 8 (2006) no. 3, pp. 491-513
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We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on Z+={0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results complement existing criteria for random walks in random environments and for Markov chains with asymptotically zero drift, and are significantly different to these previously studied cases. Our method is based on a martingale technique - the method of Lyapunov functions.
Classification :
60-XX, 00-XX
Keywords: Random walk in random environment, perturbation of Sinai's regime, recurrence/transience criteria, Lyapunov functions.
Keywords: Random walk in random environment, perturbation of Sinai's regime, recurrence/transience criteria, Lyapunov functions.
@article{JEMS_2006_8_3_a3,
author = {M.V. Menshikov and Andrew R. Wade},
title = {Random walk in random environment with asymptotically zero perturbation},
journal = {Journal of the European Mathematical Society},
pages = {491--513},
publisher = {mathdoc},
volume = {8},
number = {3},
year = {2006},
doi = {10.4171/jems/64},
url = {http://geodesic.mathdoc.fr/articles/10.4171/jems/64/}
}
TY - JOUR AU - M.V. Menshikov AU - Andrew R. Wade TI - Random walk in random environment with asymptotically zero perturbation JO - Journal of the European Mathematical Society PY - 2006 SP - 491 EP - 513 VL - 8 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4171/jems/64/ DO - 10.4171/jems/64 ID - JEMS_2006_8_3_a3 ER -
%0 Journal Article %A M.V. Menshikov %A Andrew R. Wade %T Random walk in random environment with asymptotically zero perturbation %J Journal of the European Mathematical Society %D 2006 %P 491-513 %V 8 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.4171/jems/64/ %R 10.4171/jems/64 %F JEMS_2006_8_3_a3
M.V. Menshikov; Andrew R. Wade. Random walk in random environment with asymptotically zero perturbation. Journal of the European Mathematical Society, Tome 8 (2006) no. 3, pp. 491-513. doi: 10.4171/jems/64
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