Random walks with unbounded jumps among random conductances II: Conditional quenched CLT

Autor(es)

Gallesco, Christophe ^[1] ; Popov, Serguei ^[1]

Afiliação do(s) autor(es)

^[1] Univ Campinas UNICAMP, Inst Math Stat & Sci Computat, Dept Stat, BR-13083859 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS; v. 10, n. 1, p. 253+, 2013.
• Citações Web of Science: 2

Resumo

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conch lions (Uniform ellipticity and polynomial bonnets on the tails of the jumps) we prove a quenched conditional invariance principle for the random walk, under the condition that it remains positive until time n. As a corollary of this result, we study the effect of conditioning the random walk to exceed level n before returning to 0 as n --> infinity. (AU)

• Processo FAPESP: 09/52379-8 - Modelagem estocástica de sistemas interagentes
• Beneficiário: Fabio Prates Machado
• Modalidade de apoio: Auxílio à Pesquisa - Temático