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Sinai's random walk in a random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior. In some sense, the authors' result is related to Wichura's theorem, a functional law of iterated logarithm for small values of the running absolute maximum of Brownian motion (see, for instance, \textit{C. Mueller} [Probab. Theory Relat. Fields 87, No. 3, 365--388 (1991; Zbl 0691.60028)]). | |||
Property / review text: Sinai's random walk in a random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior. In some sense, the authors' result is related to Wichura's theorem, a functional law of iterated logarithm for small values of the running absolute maximum of Brownian motion (see, for instance, \textit{C. Mueller} [Probab. Theory Relat. Fields 87, No. 3, 365--388 (1991; Zbl 0691.60028)]). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Mihai Gradinaru / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60K37 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6216092 / rank | |||
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Property / zbMATH Keywords | |||
Sinai's walk | |||
Property / zbMATH Keywords: Sinai's walk / rank | |||
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Property / zbMATH Keywords | |||
diffusion in random environment | |||
Property / zbMATH Keywords: diffusion in random environment / rank | |||
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Property / zbMATH Keywords | |||
functional law of the iterated logarithm | |||
Property / zbMATH Keywords: functional law of the iterated logarithm / rank | |||
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large deviations | |||
Property / zbMATH Keywords: large deviations / rank | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1102.1716 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 23:42, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Patterns in Sinai's walk |
scientific article |
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Patterns in Sinai's walk (English)
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17 October 2013
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Sinai's random walk in a random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior. In some sense, the authors' result is related to Wichura's theorem, a functional law of iterated logarithm for small values of the running absolute maximum of Brownian motion (see, for instance, \textit{C. Mueller} [Probab. Theory Relat. Fields 87, No. 3, 365--388 (1991; Zbl 0691.60028)]).
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Sinai's walk
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diffusion in random environment
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functional law of the iterated logarithm
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large deviations
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Brownian motion
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