Subexponential tail asymptotics for a random walk with randomly placed one-way nodes
It is well known that the distribution of simple random walks on ℤ conditioned on returning to the origin after 2 steps does not depend on =(1=1), the probability of moving to the right. Moreover, conditioned on {2=0} the maximal displacement max≤2| | converges in distribution when scaled by √ (diffusive scaling). We consider the analogous problem for transient random walks in random environments on ℤ. We show that under the quenched law (conditioned on the environment...
Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope − , where denotes the asymptotic speed of the right-most position in the branching random walk. Under mild general assumptions upon the distribution of the branching random walk, we prove that when → 0, this probability decays like exp{−(+o(1)) / 1/2}, where is a positive constant depending...
We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the – suitably centered – empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov, see (1984) 491–506. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the RWRE...
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