Limit laws for transient random walks in random environment on z

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Abstract

We consider transient random walks in random environment on Z with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level n converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit.

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Enriquez, N., Sabot, C., & Zindy, O. (2009). Limit laws for transient random walks in random environment on z. Annales de l’Institut Fourier, 59(6), 2469–2508. https://doi.org/10.5802/aif.2497

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