The infinite valley for a recurrent random walk in random environment

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Gantert, Nina
Peres, Yuval
Shi, Zhan
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Abstract
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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.
Comment: 17 pages, 1 figure
Keywords
Mathematics - Probability, 60K37, 60J50, 60J55, 60F10
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