The quenched law of the iterated logarithm for one-dimensional random walks in a random environment

In this work, we discuss the rate of convergence of one-dimensional random walks in a random environment. Using the hitting time decomposition, we prove that the speed of escape of random walks satisfies the quenched law of the iterated logarithm in a standard way.

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Year of publication:	2013
Authors:	Mao, Mingzhi ; Liu, Ting ; Foryś, Urszula
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 52-60
Publisher:	Elsevier
Subject:	Random walk \| Random environment \| Law of the iterated logarithm \| Hitting time decomposition

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

Persistent link: https://www.econbiz.de/10011039895