Integrability of exit times and ballisticity for random walks in Dirichlet environment

Laurent Tournier (1, 2)

1 ICJ - Institut Camille Jordan
2 PSPM - Probabilités, statistique, physique mathématique

We consider random walks in Dirichlet environment, introduced by Enriquez and Sabot in 2006. As this distribution on environments is not uniformly elliptic, the annealed integrability of exit times out of a given finite subset is a non-trivial property. We provide here an explicit equivalent condition for this integrability to happen, on general directed graphs. Such integrability problems arise for instance from the definition of Kalikow auxiliary random walk. Using our condition, we prove a refined version of the ballisticity criterion given by Enriquez and Sabot.

Domaines: Probabilités [math.PR]

Laurent Tournier. Integrability of exit times and ballisticity for random walks in Dirichlet environment. Electronic Journal of Probability, 2009, 14 (16), pp.431-451. ⟨10.1214/EJP.v14-609⟩. ⟨hal-00207797⟩