Limit theorems for one-dimensional transient random walks in Markov environments

Abstract

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for random walks in i.i.d. environments. The basic assumption is that the underlying Markov chain is irreducible and either with a finite state space or with the transition kernel dominated above and below by a probability measure.

Minor corrections in revised version. Paper to appear in Annals H. Poincare (Prob. & Stat.)