Law of Large Numbers for Random Walk with Unbounded Jumps and Birth and Death Process with Bounded Jumps in Random Environment

被引:0
|
作者
Wang, Hua-Ming [1 ]
机构
[1] Anhui Normal Univ, Dept Stat, Wuhu 241003, Peoples R China
关键词
Random walk; Random environment; Unbounded jumps; Birth and death process; Skeleton process; BRANCHING STRUCTURE; TRANSIENCE; RECURRENCE;
D O I
10.1007/s10959-016-0731-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study a random walk with unbounded jumps in random environment. The environment is stationary and ergodic, uniformly elliptic and decays polynomially with speed for some and small We prove a law of large numbers under the condition that the annealed mean of the hitting time of the lattice of the positive half line is finite. As the second part, we consider a birth and death process with bounded jumps in stationary and ergodic environment whose skeleton process is a random walk with unbounded jumps in random environment. Under a uniform ellipticity condition, we prove a law of large numbers and give the explicit formula of its velocity.
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页码:619 / 642
页数:24
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