Random walks in time-inhomogeneous random environment conditioned to stay positive
Wenming Hong, Shengli Liang · arXiv (Cornell University) · 2022
We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $ξ$. For almost each realization of $ξ$, 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 $ξ$.