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Intrinsic branching structure within random walk on $mathbb{Z}$

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 نشر من قبل HuaMing Wang
 تاريخ النشر 2010
  مجال البحث
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In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time $T_1,$ the first hitting time of $[1,infty)$ by the walk starting from $0,$ could be expressed in terms of a non-homogeneous multitype branching process. As an application of the branching structure, we prove a law of large numbers of random walk in random environment with bounded jumps and specify the explicit invariant density for the Markov chain of ``the environment viewed from the particle .The invariant density and the limit velocity could be expressed explicitly in terms of the environment.



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