Random walks and branching processes in correlated Gaussian environment

DOI10.1007/S10955-016-1677-7zbMATH Open1434.82036arXiv1607.00999OpenAlexW2474893317MaRDI QIDQ2396565FDOQ2396565

Frank Aurzada, Nadine Guillotin-Plantard, Françoise Pène, Alexis Devulder

Publication date: 8 June 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We study persistence probabilities for random walks in correlated Gaussian random environment first studied by Oshanin, Rosso and Schehr. From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.

Full work available at URL: https://arxiv.org/abs/1607.00999

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zbMATH Keywords

random walklong-range dependencefirst passage timepersistencerandom environmentbranching processfractional Gaussian noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

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Cited In (4)

• Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
• Branching processes in correlated random environment
• Some recent advances in random walks and random environments
• Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion

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