Functional weak limit of random walks in cooling random environment

DOI10.1214/20-ECP360MaRDI QIDQ2064887zbMATH OpenOpenAlexFDO

Authors Yongjia Xie

Publication date 6 January 2022

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.13134

zbMATH Keywords

dynamic random environmentfunctional weak limitrandom walkresampling times

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

Abstract: We prove an annealed weak limit of the trajectory of the random walks in cooling random environment (RWCRE) under both slow (polynomial) and fast (exponential) cooling. We identify the weak limit when the underlying static environment is recurrent (Sinai's model). Avena and den Hollander have previously proved law of large numbers and Gaussian fluctuation of RWCRE. We find that the weak limit of the trajectory exists as a time-rescaled Brownian motion in the slow cooling case but the limit degenerates to a constant function in the fast cooling case.

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Cited in

(8)

• Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations
• The coin-turning walk and its scaling limit
• Random walk in cooling random environment: ergodic limits and concentration inequalities
• Random walks in cooling random environments
• Limiting distributions for RWCRE in the sub-ballistic regime and in the critical Gaussian regime
• Weak convergence for reversible random walks in a random environment
• Branching processes in random environment with freezing
• Gaussian, stable, tempered stable and mixed limit laws for random walks in cooling random environments

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