On the concentration of Sinai's walk

DOI10.1016/J.SPA.2004.12.008zbMATH Open1106.60044arXivmath/0501466OpenAlexW2036934877MaRDI QIDQ855684FDOQ855684

Pierre Andreoletti

Publication date: 7 December 2006

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

Abstract: We consider Sinai's random walk in random environment. We prove that for an interval of time [1,n] Sinai's walk sojourns in a small neighborhood of the point of localization for the quasi totality of this amount of time. Moreover the local time at the point of localization normalized by $n$ converges in probability to a well defined random variable of the environment.

Full work available at URL: https://arxiv.org/abs/math/0501466

zbMATH Keywords

Markov chainrandom walklocal timerandom environmentSinai's regime

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Processes in random environments (60K37) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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Cited In (15)

• Tightness of localization and return time in random environment
• Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment
• Hidden Markov model for parameter estimation of a random walk in a Markov environment
• A weakness in strong localization for Sinai's walk
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• The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
• Almost sure estimates for the concentration neighborhood of Sinai's walk
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• Title not available (Why is that?)
• Application of moderate deviation techniques to prove Sinai theorem on RWRE
• Localization of favorite points for diffusion in a random environment
• Free energy and some sample path properties of a random walk with random potential.

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