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

Published 28 Nov 2022 in math.PR | (2211.15017v1)

Abstract: We consider a random walk ${S_n}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random environment conditioned to stay positive by the Doob's $h$-transform. Furthermore, we prove a quenched invariance principle for the conditioned random walk for almost each realization of $\xi$.

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