Original article at: http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1913

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

Laurent Tournier, Institut Camille Jordan, Universite Lyon 1

Abstract

We consider random walks in Dirichlet random environment. Since the Dirichlet distribution is not uniformly elliptic, the annealed integrability of the exit time out of a given finite subset is a non-trivial question. In this paper we provide a simple and explicit equivalent condition for the integrability of Green functions and exit times on any finite directed graph. The proof relies on a quotienting procedure allowing for an induction argument on the cardinality of the graph. This integrability problem arises in the definition of Kalikow auxiliary random walk. Using a particular case of our condition, we prove a refined version of the ballisticity criterion given by Enriquez and Sabot.

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Original article at: http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1913