Random walks in a time-inhomogeneous random environment conditioned to stay positive

Abstract Consider a random walk in a time-inhomogeneous random environment. When the environment is stationary and ergodic, we identify a quenched harmonic function for almost every realization of the environment. This function allows us to define a random walk in a random environment conditioned to stay positive, using Doob’s h -transform.

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Publication Details

Journal
Journal of Applied Probability
Published
2026-02-24
DOI
https://doi.org/10.1017/jpr.2025.10069
Primary Topic
Stochastic processes and statistical mechanics
Type
article
Field-Weighted Citation Impact
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article

Random walks in a time-inhomogeneous random environment conditioned to stay positive

Wenming Hong, Shengli Liang
Journal of Applied Probability
Stochastic processes and statistical mechanics
article

Random walks in a time-inhomogeneous random environment conditioned to stay positive

Wenming Hong, Shengli Liang
article en

Abstract

Abstract Consider a random walk in a time-inhomogeneous random environment. When the environment is stationary and ergodic, we identify a quenched harmonic function for almost every realization of the environment. This function allows us to define a random walk in a random environment conditioned to stay positive, using Doob’s h -transform.

Journal of Applied Probability
Wuhan University of Technology (CN), Beijing Normal University (CN)
Openalex Percentile: Top 39%
Stochastic processes and statistical mechanics
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