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

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dc.creatorMayer-Wolf, Eddy
dc.creatorRoitershtein, Alexander
dc.creatorZeitouni, Ofer
dc.date2003-08-15
dc.date2004-04-21
dc.date.accessioned2026-07-07T05:00:26Z
dc.date.available2026-07-07T05:00:26Z
dc.descriptionWe obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for random walks in i.i.d. environments. The basic assumption is that the underlying Markov chain is irreducible and either with a finite state space or with the transition kernel dominated above and below by a probability measure.
dc.descriptionMinor corrections in revised version. Paper to appear in Annals H. Poincare (Prob. & Stat.)
dc.identifierhttps://arxiv.org/abs/math/0308154
dc.identifierhttp://arxiv.org/abs/math/0308154
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/68327
dc.subjectProbability
dc.subject60K37; 60F05; 60J05
dc.titleLimit theorems for one-dimensional transient random walks in Markov environments
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