Bad configurations for random walk in random scenery and related subshifts

Frank den Hollander, Jeffrey E. Steif and Peter van der Wal

Stochastic Processes and their Applications, 2005, vol. 115, issue 7, 1209-1232

Abstract: In this paper we consider an arbitrary irreducible random walk on , d[greater-or-equal, slanted]1, with i.i.d. increments, together with an arbitrary i.i.d. random scenery. Walk and scenery are assumed to be independent. Random walk in random scenery (RWRS) is the random process where time is indexed by , and at each unit of time both the step taken by the walk and the scenery value at the site that is visited are registered. Bad configurations for RWRS are the discontinuity points of the conditional probability distribution for the configuration at the origin of time given the configuration at all other times. We show that the set of bad configurations is non-empty. We give a complete description of this set and compute its probability under the random scenery measure. Depending on the type of random walk, this probability may be zero or positive. For simple symmetric random walk we get three different types of behavior depending on whether d=1,2, d=3,4 or d[greater-or-equal, slanted]5. Our classification is actually valid for a class of subshifts having a certain determinative property, which we call specifiable, of which RWRS is an example. We also consider bad configurations w.r.t. a finite time interval (replacing the origin) and obtain an almost complete generalization of our results. Remarkably, this extension turns out to be somewhat delicate.

Keywords: Random; walk; in; random; scenery; Conditional; probability; distributions; Bad; configurations (search for similar items in EconPapers)
Date: 2005
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