A limit law for random walk in a random environment
H. Kesten; M. V. Kozlov; F. Spitzer
Compositio Mathematica (1975)
- Volume: 30, Issue: 2, page 145-168
- ISSN: 0010-437X
Access Full Article
topHow to cite
topKesten, H., Kozlov, M. V., and Spitzer, F.. "A limit law for random walk in a random environment." Compositio Mathematica 30.2 (1975): 145-168. <http://eudml.org/doc/89251>.
@article{Kesten1975,
author = {Kesten, H., Kozlov, M. V., Spitzer, F.},
journal = {Compositio Mathematica},
language = {eng},
number = {2},
pages = {145-168},
publisher = {Noordhoff International Publishing},
title = {A limit law for random walk in a random environment},
url = {http://eudml.org/doc/89251},
volume = {30},
year = {1975},
}
TY - JOUR
AU - Kesten, H.
AU - Kozlov, M. V.
AU - Spitzer, F.
TI - A limit law for random walk in a random environment
JO - Compositio Mathematica
PY - 1975
PB - Noordhoff International Publishing
VL - 30
IS - 2
SP - 145
EP - 168
LA - eng
UR - http://eudml.org/doc/89251
ER -
References
top- [1] K.B. Athreya and P.E. Ney: Branching processes. Springer Verlag, 1972. Zbl0259.60002MR373040
- [2] A.A. Chernov: Replication of a multicomponent chain by the lightning mechanism. Biofizika12 (1967) 297-301 = Biophysics 12 (1967) 336-341.
- [3a] W. Feller: An introduction to probability theory and its applications, vol. I, 3rd ed., 1968. Zbl0158.34902MR228020
- [3b] W. Feller: An introduction to probability theory and its applications, vol. II, 2nd ed., 1971. Zbl0158.34902MR270403
- [4] B.V. Gnedenko and A.N. Kolmogorov: Limit distributions for sums of independent random variables. Addison-Wesley Publ. Co., 1954. Zbl0056.36001MR62975
- [5] H. Kesten: Random difference equations and renewal theory for products of random matrices. Acta Math.131 (1973) 208-248. Zbl0291.60029MR440724
- [6] M.V. Kozlov: A random walk on the line with stochastic structure. Teor. Veroyatnost i Primenen18 (1973) 406-408. Zbl0299.60054MR319274
- [7] P. Pyke and R. Schaufele: Limit theorems for Markov renewal processes. Ann. Math. Statist.35 (1964) 1746-1764. Zbl0134.34602MR168026
- [8] R.F. Serfozo: Functional limit theorems for stochastic processes based on embedded processes (to appear in Adv. Appl. Prob.). Zbl0323.60040MR402846
- [9] B.A. Sevastyanov: Branching processes. Izdatelstvo Nauka, 1971.
- [10] F. Solomon: Random walks in a random environment, Ph.D. thesis, Cornell University, 1972, see also Ann. Prob.3 (1975) 1-31. Zbl0305.60029MR362503
- [11] D.E. Temkin: One dimensional random walks in a two-component chain. Dokl. Akad. Nauk SSSR206N1 (1972) 27-30 =Soviet Math.13 (1972) 1172-1176. Zbl0276.60067MR314119
- [12] J.V. Uspensky: Introduction to mathematical probability. McGraw Hill Book Co., 1937. JFM63.1069.01
- [13] H. Wittenberg: Limiting distributions of random sums of independent random variables. Z. Wahrscheinlichkeitstheorie verw. Geb.3 (1964) 7-18. Zbl0125.08601MR165549
Citations in EuDML Documents
top- Jonathon Peterson, Quenched limits for transient, ballistic, sub-gaussian one-dimensional random walk in random environment
- Nathanaël Enriquez, Christophe Sabot, Olivier Zindy, Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime
- Eddy Mayer-Wolf, Alexander Roitershtein, Ofer Zeitouni, Limit theorems for one-dimensional transient random walks in Markov environments
- Nathanaël Enriquez, Christophe Sabot, Olivier Zindy, Limit laws for transient random walks in random environment on
- Nina Gantert, Jonathon Peterson, Maximal displacement for bridges of random walks in a random environment
- Elie Aidékon, Large deviations for transient random walks in random environment on a Galton–Watson tree
- Christophe Gallesco, Meeting time of independent random walks in random environment
- Jean-Pierre Conze, Yves Guivarc'h, Marches en milieu aléatoire et mesures quasi-invariantes pour un système dynamique
- Elena Kosygina, Thomas Mountford, Limit laws of transient excited random walks on integers
- Jonathon Peterson, Gennady Samorodnitsky, Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.