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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
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.
Received: 19.11.2017 Revised: 21.02.2018 Accepted: 06.03.2018
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
Linking options:
https://www.mathnet.ru/eng/tvp5192https://doi.org/10.4213/tvp5192 https://www.mathnet.ru/eng/tvp/v63/i3/p417
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Abstract page: | 549 | Full-text PDF : | 66 | References: | 64 | First page: | 17 |
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