The limit distribution of Sinai's random walk in random environment

Harry Kesten

Physica A: Statistical Mechanics and its Applications, 1986, vol. 138, issue 1, 299-309

Abstract: Recently Sinai proved that if {Xn is a one-dimensional random walk in random environment which is recurrent, then (log n)-2Xn converges in distribution. Here we calculate the limit distribution explicitly.

Date: 1986
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:138:y:1986:i:1:p:299-309

DOI: 10.1016/0378-4371(86)90186-X

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