The Local time of Simple Random Walk in Random Environment

Yueyun Hu () and Zhan Shi ()
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Yueyun Hu: Université Paris VI
Zhan Shi: L.S.T.A., Université Paris VI

Journal of Theoretical Probability, 1998, vol. 11, issue 3, 765-793

Abstract: 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; Lévy's class (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1022658732480

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