|
eCommons@Cornell >
College of Engineering >
Operations Research and Information Engineering >
ORIE Technical Reports >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/1813/28221
| Title: | Weak weak quenched limits for the path-valued processes of hitting times and positions of a transient, one-dimensional random walk in a random environment |
| Authors: | Peterson, Jonathon Samorodnitsky, Gennady |
| Keywords: | Weak quenched limits point process heavy tails random probability measure probability-valued cadlag functions |
| Issue Date: | 15-Dec-2011 |
| Abstract: | In this article we continue the study of the quenched distributions of
transient, one-dimensional random walks in a random environment. In a
previous article we showed that while the quenched distributions of
the hitting times do not converge to any deterministic distribution,
they do have a weak weak limit in the sense that - viewed as random elements of the space of probability measures - they converge in distribution to a certain random probability measure (we refer to this as a weak weak limit because it is a weak limit in the weak topology).
Here, we improve this result to the path-valued process of hitting
times. As a consequence, we are able to also prove a weak weak quenched
limit theorem for the path of the random walk itself. |
| URI: | http://hdl.handle.net/1813/28221 |
| Appears in Collections: | ORIE Technical Reports
|
Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.
|