Patterns in Sinai's walk (Q373552)

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Patterns in Sinai's walk
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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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