Scaling limit theorems for the $κ$-transient random walk in random and non-random environment

Abstract

Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the $κ$-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion proces in a Brownian environment with drift $κ$. In the present paper we will investigate the connections between these two kind of models, i.e., we will construct a sequence of the $κ$-transient RWREs and prove it convergence to the diffusion proces in a Brownian environment with drift $κ$ by proper scaling. To this end, we need a counterpart convergence for the $κ$-transient random walk in non-random environment, which is interesting itself.