Scaling limit theorems for the kappa-transient random walk in random and non-random environment
classification
🧮 math.PR
keywords
kappatransientenvironmentrandombrownianconvergencecounterpartdiffusion
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Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the $\kappa$-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion proces in a Brownian environment with drift $\kappa$. In the present paper we will investigate the connections between these two kind of models, i.e., we will construct a sequence of the $\kappa$-transient RWREs and prove it convergence to the diffusion proces in a Brownian environment with drift $\kappa$ by proper scaling. To this end, we need a counterpart convergence for the $\kappa$-transient random walk in non-random environment, which is interesting itself.
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