The Local time of Simple Random Walk in Random Environment |
| |
| Authors: | Yueyun Hu Zhan Shi |
| |
| Institution: | (1) Laboratoire de Probabilités, Université Paris VI, 4 Place Jussieu, F-75252 Paris Cedex 05, France;(2) L.S.T.A., Université Paris VI, 4 Place Jussieu, F-75252 Paris Cedex 05, France |
| |
| Abstract: | Two integral tests are established, which characterize respectively Lévy's upper and lower classes for the local time of Sinai's simple random walk in random environment. The weak convergence of the local time is also studied, and the limiting distribution determined. Our results can be applied to a class of diffusion processes with random potentials which asymptotically behave like Brownian motion. |
| |
| Keywords: | Local time random environment integral test Lé vy's class |
| 本文献已被 SpringerLink 等数据库收录！ |
|
