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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/19321
Title: Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
Authors: Peterson, Jonathon
Samorodnitsky, Gennady
Keywords: weak quenched limits
point process
heavy tails
Issue Date: 7-Dec-2010
Abstract: We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter kappa>0 that determines the fluctuations of the process. When 0<kappa<2, the averaged distributions of the hitting times of the random walk converge to a kappa-stable distribution. However, it was shown recently that in this case there does not exist a quenched limiting distribution of the hitting times. That is, it is not true that for almost every fixed environment, the distributions of the hitting times (centered and scaled in any manner) converge to a non-degenerate distribution. We show, however, that the quenched distributions do have a limit in the weak sense. That is, the quenched distributions of the hitting times %of the random walk -- viewed as a random probability measure on R -- converge in distribution to a random probability measure, which has interesting stability properties. Our results generalize both the averaged limiting distribution and the non-existence of quenched limiting distributions.
URI: http://hdl.handle.net/1813/19321
Appears in Collections:ORIE Technical Reports

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