Limit of the environment viewed from Sinaï's walk

DOI10.1016/J.SPA.2023.104266MaRDI QIDQ6189181zbMATH OpenOpenAlexFDO

Authors Francis Comets, Oleg Loukianov, Dasha Loukianova

Publication date 12 January 2024

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2209.00101

zbMATH Keywords

localisationrandom walk in random environmentrecurrent regimeenvironment viewed from the particle

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Processes in random environments (60K37)

Abstract: For Sina"i's walk (X_k) we show that the empirical measure of the environment seen from the particle (�arw_k) converges in law to some random measure S. This limit measure is explicitly given in terms of the infinite valley, which construction goes back to Golosov. As a consequence an "in law" ergodic theorem holds for additive functionals of (�arw_k) . When the limit in this "in law" ergodic theorem is deterministic, it holds in probability. This allows some extensions to the recurrent case of the ballistic "environment's method" dating back to Kozlov and Molchanov. In particular, we show an LLN and a mixed CLT for the sums sum_{k=1}^nf(Delta X_k), where f is bounded and depending on the steps Delta X_k:=X_{k+1}-X_k.

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