Skip to main content
Log in

Scaling limit theorem for transient random walk in random environment

  • Research Article
  • Published:
Frontiers of Mathematics in China Aims and scope Submit manuscript

Abstract

We construct a sequence of transient random walks in random environments and prove that by proper scaling, it converges to a diffusion process with drifted Brownian potential. To this end, we prove a counterpart of convergence for transient random walk in non-random environment, which is interesting itself.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Borisov I S, Nikitina N N. The distribution of the number of crossings of a strip by paths of the simplest random walks and of a Wiener process with drift. Theory Probab Appl, 2012, 56: 126–132

    Article  MathSciNet  MATH  Google Scholar 

  2. Brox T. A one-dimensional diffusion process in a Wiener medium. Ann Probab, 1986, 14: 1206–1218

    Article  MathSciNet  MATH  Google Scholar 

  3. Comets F, Gantert N, Zeitouni O. Quenched, annealed and functional large deviations for one-dimensional random walk in random environment. Probab Theory Related Fields, 2000, 118: 65–114

    Article  MathSciNet  MATH  Google Scholar 

  4. Dembo A, Peres Y, Zeitouni O. Tail estimates for one-dimensional random walk in random environment. Comm Math Phys, 1996, 181: 667–683

    Article  MathSciNet  MATH  Google Scholar 

  5. Durrett R. Probability: Theory and Examples. 3rd ed. Belmont: Brooks/Cole-Thomson Learning, 2004

    Google Scholar 

  6. Ethier S N, Kurtz T G. Markov Processes: Characterization and Convergence. 2nd ed. Wiley Ser Probab Stat. Hoboken: Wiley, 2005

    MATH  Google Scholar 

  7. Greven A, den Hollander F. Large deviations for a random walk in random environment. Ann Probab, 1994, 22: 1381–1428

    Article  MathSciNet  MATH  Google Scholar 

  8. Hu Y, Shi Z, Yor M. Rates of convergence of diffusions with drifted Brownian potentials. Trans Amer Math Soc, 1999, 351: 3915–3934

    Article  MathSciNet  MATH  Google Scholar 

  9. Kawazu K, Tanaka H. A diffusion process in a Brownian environment with drift. J Math Soc Japan, 1997, 49: 189–211

    Article  MathSciNet  MATH  Google Scholar 

  10. Kesten H, Kozlov M V, Spitzer F. A limit law for random walk in random environment. Compos Math, 1975, 30: 145–168

    MathSciNet  MATH  Google Scholar 

  11. Kurtz T G. Approximation of Population Processes. Philadelphia: SIAM, 1981

    Book  MATH  Google Scholar 

  12. Schumacher S. Diffusions with random coefficients. Contemp Math, 1985, 41: 351–356

    Article  MathSciNet  MATH  Google Scholar 

  13. Seignourel P. Discrete schemes for processes in random media. Probab Theory Related Fields, 2000, 118: 293–322

    Article  MathSciNet  MATH  Google Scholar 

  14. Sinai Y G. The limiting behavior of a one-dimensional random walk in a random medium. Theory Probab Appl, 1982, 27: 256–268

    Article  Google Scholar 

  15. Stroock D W, Varadhan S R S. Multidimensional Diffusion Processes. Berlin: Springer, 2009

    MATH  Google Scholar 

  16. Taleb M. Large deviations for a Brownian motion in a drifted Brownian potential. Ann Probab, 2001, 29: 1173–1204

    Article  MathSciNet  MATH  Google Scholar 

  17. Tanaka H. Diffusion processes in random environments. In: Proceedings of the International Congress of Mathematicians, Vol 2. Basel: Birkhauser, 1995, 1047–1054

    Book  MATH  Google Scholar 

  18. Zeitouni O. Random walks in random environment. In: Tavaré S, Zeitouni O, eds. Lectures on Probability Theory and Statistics. Lecture Notes in Math, Vol 1837. Berlin: Springer, 2004, 190–312

Download references

Acknowledgements

The authors thank the anonymous referees for their very careful reading of the manuscript. This work was supported in part by the National Natural Science Foundation of China (Grant Nos. 11531001, 11626245) and the Fundamental Research Funds for the Central Universities of Minzu University of China (Grant No. 2017QNPY30).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hui Yang.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Hong, W., Yang, H. Scaling limit theorem for transient random walk in random environment. Front. Math. China 13, 1033–1044 (2018). https://doi.org/10.1007/s11464-018-0723-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11464-018-0723-y

Keywords

MSC

Navigation