The infinite valley for a recurrent random walk in random environment

Gantert, Nina; Peres, Yuval; Shi, Zhan

The infinite valley for a recurrent random walk in random environment

Authors

Gantert, Nina

Peres, Yuval

Shi, Zhan

Description

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. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the RWRE and also determine the exact constant in the almost sure upper limit of the maximal local time.
17 pages, 1 figure