Transient random walk in with stationary orientations

¹ Université Européenne de Bretagne, France.
² Université de Brest, Laboratoire de Mathématiques, UMR CNRS 6205, Brest, France; Francoise.Pene@univ-brest.fr

Received: 24 September 2007
Revised: 11 April 2008

Abstract

In this paper, we extend a result of Campanino and Pétritis [Markov Process. Relat. Fields 9 (2003) 391–412]. We study a random walk in with random orientations. We suppose that the orientation of the kth floor is given by , where is a stationary sequence of random variables. Once the environment fixed, the random walk can go either up or down or can stay in the present floor (but moving with respect to its orientation). This model was introduced by Campanino and Pétritis in [Markov Process. Relat. Fields 9 (2003) 391–412] when the is a sequence of independent identically distributed random variables. In [Theory Probab. Appl. 52 (2007) 815–826], Guillotin-Plantard and Le Ny extend this result to a situation where the orientations of the floors are independent but chosen with stationary probabilities (not equal to 0 and to 1). In the present paper, we generalize the result of [Markov Process. Relat. Fields 9 (2003) 391–412] to some cases when is stationary. Moreover we extend slightly a result of [Theory Probab. Appl. 52 (2007) 815–826].