Asymptotic properties with probability~1 for one-dimensional random walks in a~random environment
Sbornik. Mathematics, Tome 74 (1993) no. 2, pp. 455-473

Voir la notice de l'article provenant de la source Math-Net.Ru

Random walks in a random environment are considered on the set $\mathbf Z$ of integers when the moving particle can go at most $R$ steps to the right and at most $L$ steps to the left in a unit of time. The transition probabilities for such a random walk from a point $x\in\mathbf Z$ are determined by the vector $\mathbf p(x)\in\mathbf R^{R+L+1}$. It is assumed that the sequence $\{\mathbf p(x),\,x\in\mathbf Z\}$ is a sequence of independent identically distributed random vectors. Asymptotic properties with probability 1 are investigated for such a random process. An invariance principle and the law of the iterated logarithm for a product of independent random matrices are proved as auxiliary results.
@article{SM_1993_74_2_a9,
     author = {A. V. Letchikov},
     title = {Asymptotic properties with probability~1 for one-dimensional random walks in a~random environment},
     journal = {Sbornik. Mathematics},
     pages = {455--473},
     publisher = {mathdoc},
     volume = {74},
     number = {2},
     year = {1993},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1993_74_2_a9/}
}
TY  - JOUR
AU  - A. V. Letchikov
TI  - Asymptotic properties with probability~1 for one-dimensional random walks in a~random environment
JO  - Sbornik. Mathematics
PY  - 1993
SP  - 455
EP  - 473
VL  - 74
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SM_1993_74_2_a9/
LA  - en
ID  - SM_1993_74_2_a9
ER  - 
%0 Journal Article
%A A. V. Letchikov
%T Asymptotic properties with probability~1 for one-dimensional random walks in a~random environment
%J Sbornik. Mathematics
%D 1993
%P 455-473
%V 74
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SM_1993_74_2_a9/
%G en
%F SM_1993_74_2_a9
A. V. Letchikov. Asymptotic properties with probability~1 for one-dimensional random walks in a~random environment. Sbornik. Mathematics, Tome 74 (1993) no. 2, pp. 455-473. http://geodesic.mathdoc.fr/item/SM_1993_74_2_a9/