Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 2018, Volume 63, Issue 3, Pages 417–430
DOI: https://doi.org/10.4213/tvp5192
(Mi tvp5192)
 

This article is cited in 6 scientific papers (total in 6 papers)

Two-boundary problem for a random walk in a random environment

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Full-text PDF (480 kB) Citations (6)
References:
Abstract: Given a sequence of independent identically distributed pairs of random variables $(p_i,q_i)$, $i\in\mathbf{Z}$, with $p_0+q_0=1$, and $p_0>0$ a.s., $q_0>0$ a.s., one considers a random walk in the random environment $(p_i,q_i)$, $i\in\mathbf{Z}$. This means that, for a fixed random environment, a walking particle transits from the state $i$ either to the state $(i+1)$ with probability $p_i$ or to the state $(i-1)$ with probability $q_i$. It is assumed that $\mathbf{E}\ln (p_0/q_0)=0$, that is, the walk is oscillating. We are concerned with the exit problem of the walk under consideration from the interval $(-\lfloor an\rfloor,\lfloor bn\rfloor)$, where $a$$b$ are arbitrary positive constants. We find the asymptotics of the exit probability of the walk from the above interval from the right (the left). A limit theorem for the exit time of the walk from this interval is obtained.
Keywords: random walk in random environment, branching process in random environment with immigration, limit theorem.
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations PRAS-18-01
This work was supported by the program “Dynamical systems and control theory” of the Presidium of RAS (grant PRAS-18-01).
Received: 19.11.2017
Revised: 21.02.2018
Accepted: 06.03.2018
English version:
Theory of Probability and its Applications, 2019, Volume 63, Issue 3, Pages 339–350
DOI: https://doi.org/10.1137/S0040585X97T98909X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. I. Afanasyev, “Two-boundary problem for a random walk in a random environment”, Teor. Veroyatnost. i Primenen., 63:3 (2018), 417–430; Theory Probab. Appl., 63:3 (2019), 339–350
Citation in format AMSBIB
\Bibitem{Afa18}
\by V.~I.~Afanasyev
\paper Two-boundary problem for a random walk in a random environment
\jour Teor. Veroyatnost. i Primenen.
\yr 2018
\vol 63
\issue 3
\pages 417--430
\mathnet{http://mi.mathnet.ru/tvp5192}
\crossref{https://doi.org/10.4213/tvp5192}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3833090}
\elib{https://elibrary.ru/item.asp?id=35276549}
\transl
\jour Theory Probab. Appl.
\yr 2019
\vol 63
\issue 3
\pages 339--350
\crossref{https://doi.org/10.1137/S0040585X97T98909X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000457753200001}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85064684530}
Linking options:
  • https://www.mathnet.ru/eng/tvp5192
  • https://doi.org/10.4213/tvp5192
  • https://www.mathnet.ru/eng/tvp/v63/i3/p417
  • Related presentations:
    This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:549
    Full-text PDF :66
    References:64
    First page:17
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024