Patterns in Sinai's walk

DOI10.1214/11-AOP724zbMATH Open1300.60116arXiv1102.1716MaRDI QIDQ373552FDOQ373552

Dimitris Cheliotis, Balint Virag

Publication date: 17 October 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior.

Full work available at URL: https://arxiv.org/abs/1102.1716

zbMATH Keywords

large deviationsBrownian motiondiffusion in random environmentSinai's walkfunctional law of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

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Cited In (2)

• Title not available (Why is that?)
• Metastable states in Brownian energy landscape

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