Year: 2003
Type: preprint
Abstract: We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for random walks in i.i.d. environments. The basic assumption is that the underlying Markov chain is irreducible and either with a finite state space or with the transition kernel dominated above and below by a probability measure.
Source: arXiv (Cornell University)
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394664884