Persistence of some additive functionals of Sinai's walk

DOI10.1214/15-AIHP679zbMATH Open1350.60110arXiv1402.2267MaRDI QIDQ330688FDOQ330688

Authors: Alexis Devulder 

Publication date: 26 October 2016

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

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.

Full work available at URL: https://arxiv.org/abs/1402.2267

Recommendations

• scientific article; zbMATH DE number 1969512
• A weakness in strong localization for Sinai's walk
• On the concentration of Sinai's walk
• Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment
• Patterns in Sinai's walk

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)

Cited In (10)

• Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
• A weakness in strong localization for Sinai's walk
• Random walks and branching processes in correlated Gaussian environment
• Spectral analysis of Sinai's walk for small eigenvalues
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Persistence probabilities and exponents
• Title not available (Why is that?)
• Collisions of several walkers in recurrent random environments
• Arbitrary many Walkers meet infinitely often in a subballistic random environment
• The maximum of the local time of a diffusion process in a drifted Brownian potential

This page was built for publication: Persistence of some additive functionals of Sinai's walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q330688)