## The Annals of Probability

- Ann. Probab.
- Volume 14, Number 1 (1986), 119-135.

### A Process in a Randomly Fluctuating Environment

#### Abstract

For every integer $x$, construct a stationary continuous-time Markov process $\gamma(x; t)$, with state space $\{-1, +1\}$ (all processes independent, and having the same distributions). Consider a particle moving at unit speed along the real line, with its direction completely determined by the $\gamma$'s, as follows: if $S_t$ is its position at time $t$, then $S_0 = 0$ and $S_{i + 1} = S_i + \gamma(S_i; i)$ for $i = 0, 1, 2,\cdots$. The increments are not stationary, nor is $S_n$ Markov, yet this process has much in common with the classical random walk, including zero-one laws, a strong law of large numbers, and an invariance principle. The main result of the paper is the proof of the natural conjecture that the process is recurrent if and only if $P\{\gamma(0; 0) = +1\} = \frac{1}{2}$. We also show how the FKG inequality can be used to investigate this process.

#### Article information

**Source**

Ann. Probab., Volume 14, Number 1 (1986), 119-135.

**Dates**

First available in Project Euclid: 19 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aop/1176992619

**Digital Object Identifier**

doi:10.1214/aop/1176992619

**Mathematical Reviews number (MathSciNet)**

MR815962

**Zentralblatt MATH identifier**

0593.60099

**JSTOR**

links.jstor.org

**Subjects**

Primary: 60K99: None of the above, but in this section

Secondary: 60J27: Continuous-time Markov processes on discrete state spaces

**Keywords**

Randomly fluctuating environment Poisson point process coupling FKG inequality

#### Citation

Madras, Neal. A Process in a Randomly Fluctuating Environment. Ann. Probab. 14 (1986), no. 1, 119--135. doi:10.1214/aop/1176992619. https://projecteuclid.org/euclid.aop/1176992619