Alex Roitershtein (Technion)

will speak on

Limit theorems for one-dimensional transient random walks in Markov environments.

Abstract:

We consider random walks on $Z$ in random environments. The environment is a stationary and ergodic sequence indexed by the sites in $Z$ which represents the probabilities that a nearest-neighbor random walk $X_n$ moves to the right. The (annealed) law of $X_n$ is obtained by averaging its quenched law (i.e. given a fixed environment) over the set of environments. The talk will be focused on non-Gaussian limit theorems for transient such random walks. First, we discuss the result of Kesten, Kozlov and Spitzer in the i.i.d. environment setup, and then present a generalization to Markov-dependent environments.

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Last update on 20/10/02.