pith. sign in

arxiv: 1412.4326 · v1 · pith:GLO675UJnew · submitted 2014-12-14 · 🧮 math.PR

Scaling limit theorems for the kappa-transient random walk in random and non-random environment

classification 🧮 math.PR
keywords kappatransientenvironmentrandombrownianconvergencecounterpartdiffusion
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.