JavaScript is disabled for your browser. Some features of this site may not work without it.
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

Author
Peterson, Jonathon; Samorodnitsky, Gennady
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.
Sponsorship
J. Peterson was partially supported by National Science Foundation grant DMS-0802942. G. Samorodnitsky was partially supported by ARO grant
W911NF-10-1-0289, NSF grant DMS-1005903 and NSA grant
H98230-11-1-0154
Date Issued
2011-12-15Subject
Weak quenched limits; point process; heavy tails; random probability measure; probability-valued cadlag functions
Type
article