Open Access
2015 Strong transience of one-dimensional random walk in a random environment
Jonathon Peterson
Author Affiliations +
Electron. Commun. Probab. 20: 1-10 (2015). DOI: 10.1214/ECP.v20-4352

Abstract

A transient stochastic process is considered strongly transient if conditioned on returning to the starting location, the expected time it takes to return the the starting location is finite. We characterize strong transience for a one-dimensional random walk in a random environment. We show that under the quenched measure transience is equivalent to strong transience, while under the averaged measure strong transience is equivalent to ballisticity (transience with non zero limiting speed).

Citation

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Jonathon Peterson. "Strong transience of one-dimensional random walk in a random environment." Electron. Commun. Probab. 20 1 - 10, 2015. https://doi.org/10.1214/ECP.v20-4352

Information

Accepted: 26 September 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1328.60229
MathSciNet: MR3407211
Digital Object Identifier: 10.1214/ECP.v20-4352

Subjects:
Primary: 60K37
Secondary: 60G50

Keywords: Random walk in random environment , strong transience

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