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

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.