The limit distribution of Sinai's random walk in random environment

Recently Sinai proved that if {Xn is a one-dimensional random walk in random environment which is recurrent, then (log n)-2Xn converges in distribution. Here we calculate the limit distribution explicitly.

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Year of publication:	1986
Authors:	Kesten, Harry
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 138.1986, 1, p. 299-309
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010873146