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

Wenming Hong & Shengli Liang

Journal of Applied Probability2026https://doi.org/10.1017/jpr.2025.10069article
AJG 2ABDC A
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0.50

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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https://doi.org/https://doi.org/10.1017/jpr.2025.10069

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@article{wenming2026,
  title        = {{Random walks in a time-inhomogeneous random environment conditioned to stay positive}},
  author       = {Wenming Hong & Shengli Liang},
  journal      = {Journal of Applied Probability},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1017/jpr.2025.10069},
}

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

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0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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