Persistence of some additive functionals of Sinai's walk

DOI10.1214/15-AIHP679MaRDI QIDQ330688zbMATH OpenFDO

Authors Alexis Devulder

Publication date 26 October 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.2267, https://projecteuclid.org/euclid.aihp/1469723512

zbMATH Keywords

random walkpersistencerandom environmentadditive functionalsone-sided exit problemSinai's walksurvival exponent

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Processes in random environments (60K37)

Abstract: We are interested in Sinai's walk $(S_n{)}_{ninmathbbN}$. We prove that the annealed probability that $su{m}_{k=0}^{n}f(S_k)$ is strictly positive for all $nin[1,N]$ is equal to $1/(logN{)}^{frac3-sqrt52+o(1)}$, for a large class of functions $f$, and in particular for $f(x)=x$. The persistence exponent $frac3-sqrt52$ first appears in a non-rigorous paper of Le Doussal, Monthus and Fischer, with motivations coming from physics. The proof relies on techniques of localization for Sinai's walk and uses results of Cheliotis about the sign changes of the bottom of valleys of a two-sided Brownian motion.

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