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Transient random walk in ${\mathbb Z}^2$ 
with stationary orientations
Published online by Cambridge University Press: 22 September 2009
Abstract
In this paper, we extend a result of Campanino and Pétritis [Markov Process. Relat. Fields 9 (2003) 391–412]. We study a random walk in ${\mathbb Z}^2$ with random orientations.We suppose that the orientation of the kth flooris given by $\xi_k$ 
, where $(\xi_k)_{k\in\mathbb Z}$ 
isa stationary sequence of random variables.Once the environment fixed, the random walk can goeither up or down or can stay in the present floor (but moving with respect to its orientation).This model was introduced by Campanino and Pétritisin [Markov Process. Relat. Fields 9 (2003) 391–412] whenthe $(\xi_k)_{k\in\mathbb Z}$ is a sequence ofindependent identically distributed random variables. In [Theory Probab. Appl. 52 (2007) 815–826], Guillotin-Plantard and Le Ny extend thisresult to a situation where the orientations of the floors are independentbut chosen with stationary probabilities (not equal to 0and to 1). In the present paper, we generalize the result of [Markov Process. Relat. Fields 9 (2003) 391–412]to some cases when $(\xi_k)_k$ 
is stationary. Moreover we extend slightlya result of [Theory Probab. Appl.52 (2007) 815–826].
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- © EDP Sciences, SMAI, 2009
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