The problem of the most visited site in random environment

DOI10.1007/PL00008730MaRDI QIDQ1974440zbMATH OpenOpenAlexFDO

Authors Zhan Shi, Yueyun Hu

Publication date 25 January 2001

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/pl00008730

zbMATH Keywords

diffusion with random potentialfavourite sitelocal timerate of escape

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Diffusion processes (60J60)

Review text

For the definition of a random walk in random environment (RWRE) see e. g. the book of \textit{P. Révész} [``Random walk in random and non-random environments (1990; Zbl 0733.60091)]. The authors prove that the most visited site of Sinai's simple random walk in random environment is transient. The method also applies to a class of recurrent diffusion processes with random potentials. For related papers see: \textit{M. Csörgő}, \textit{L. Horváth} and \textit{P. Révész} [Stochastic Processes Appl. 25, 185-202 (1987; Zbl 0634.60062)]; the authors and \textit{M. Yor} [Trans. Am. Math. Soc. 351, No.~10, 3915-3934 (1999; Zbl 0932.60083)]; and \textit{H. Kesten} [Physica A 138, 299-309 (1986; Zbl 0666.60065)].

Recommendations

• Many visits to a single site by a transient random walk in random environment.
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Cited in

(10)

• Favorite sites of randomly biased walks on a supercritical Galton-Watson tree
• Three favorite sites occurs infinitely often for one-dimensional simple random walk
• Almost sure estimates for the concentration neighborhood of Sinai's walk
• Alternative proof for the localization of Sinai's walk
• Local time of a diffusion in a stable Lévy environment
• The maximum of the local time of a diffusion process in a drifted Brownian potential
• The rate of escape of the most visited site of Brownian motion
• Three favorite edges occurs infinitely often for one-dimensional simple random walk
• On the concentration of Sinai's walk
• Localization of favorite points for diffusion in a random environment

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