Random walks in a sparse random environment

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Abstract

We introduce random walks in a sparse random environment on Z and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent regimes. The new model combines features of several existing models of random motion in random media and admits a transparent physical interpretation. More specifically, a random walk in a sparse random environment can be characterized as a “locally strong” perturbation of a simple random walk by a random potential induced by “rare impurities,” which are randomly distributed over the integer lattice. Interestingly, in the critical (recurrent) regime, our model generalizes Sinai’s scaling of (log n)2 for the location of the random walk after n steps to (log n)α, where α > 0 is a parameter determined by the distribution of the distance between two successive impurities. Similar scaling factors have appeared in the literature in different contexts and have been discussed in [29] and [31].

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Matzavinos, A., Roitershtein, A., & Seol, Y. (2016). Random walks in a sparse random environment. Electronic Journal of Probability, 21. https://doi.org/10.1214/16-EJP16

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