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.
Authors
- Wenming Hong
- Shengli Liang
Institutions
- Wuhan University of Technology (CN)
- Beijing Normal University (CN)
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
- 0.00