A zero or one law for one dimensional random walks in random environments
type: Item
instance of: scholarly article
title: A zero or one law for one dimensional random walks in random environments
zbMATH Open document ID: 0642.60022
published in: The Annals of Probability
publication date: 1988-01-01T00:00:00Z
review text: For each \(z\in {\mathbb{Z}}\) let \(\Gamma_ x\) denote the set of all probability measures on Z, and put \(\Gamma =\prod_{x\in {\mathbb{Z}}}\Gamma_ x\). \(\Gamma\) is endowed with the product topology, derived from the topology of weak convergence on the coordinate sets, and with the associated Borel \(\sigma\)-algebra. In terms of a probability measure M on \(\Gamma\) and a family \((p_ s(x,y))_{s\in \Gamma}\), x,y\(\in {\mathbb{Z}}\), of transition probabilities, a random walk in random environment starting at 0, \((X_ n)_{n\in {\mathbb{Z}}_+}\), is defind on \({\mathbb{Z}}^{{\mathbb{Z}}_+}\). Under mild regularity conditions on M and \((p_ s)_{s\in \Gamma}\), the author proves mainly the following results. Theorem 1. If A is a shift invariant and translation invariant event, then \(P(A)=0\) or 1. Theorem 2. Let \(B\subset {\mathbb{Z}}\). Then \(P(X_ n\in B\) \(i.o.)=1\) in three cases: a) P(lim \(X_ n=\infty)=1\) and \(B\cap {\mathbb{Z}}_+\) is infinite; b) P(lim \(X_ n=-\infty)=1\) and \(B\cap {\mathbb{Z}}_-\) is infinite; c) P(lim sup \(X_ n=\infty\), lim inf \(X_ n=-\infty)=1\) and \(B\neq \emptyset\). In all other cases \(P(X_ n\in B\) \(i.o.)=0\).
Mathematics Subject Classification ID: 60F20
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60K99
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 4046786
zbMATH Keywords: zero or one law
zbMATH Keywords: weak convergence
zbMATH Keywords: random walk in random environment
zbMATH Keywords: shift invariant
zbMATH Keywords: translation invariant event
author: Enrique Daniel Andjel
reviewed by: Aurel Spătaru
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991783
OpenAlex ID: W2086143756
DOI: 10.1214/AOP/1176991783
description: scientific article; zbMATH DE number 4046786