Valleys and the maximum local time for random walk in random environment

DOI10.1007/S00440-006-0005-6zbMATH Open1106.60082arXivmath/0508579OpenAlexW2594093088MaRDI QIDQ863485FDOQ863485

Authors: Amir Dembo, Nina Gantert, Yuval Peres, Zhan Shi 

Publication date: 26 January 2007

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Let $xi(n,x)$ be the local time at $x$ for a recurrent one-dimensional random walk in random environment after $n$ steps, and consider the maximum $x{i}^{\ast }(n)=ma{x}_{x}xi(n,x)$. It is known that $limsupx{i}^{\ast }(n)/n$ is a positive constant a.s. We prove that $limin{f}_n(logloglogn)x{i}^{\ast }(n)/n$ is a positive constant a.s.; this answers a question of P. R'ev'esz (1990). The proof is based on an analysis of the {em valleys /} in the environment, defined as the potential wells of record depth. In particular, we show that almost surely, at any time $n$ large enough, the random walker has spent almost all of its lifetime in the two deepest valleys of the environment it has encountered. We also prove a uniform exponential tail bound for the ratio of the expected total occupation time of a valley and the expected local time at its bottom.

Full work available at URL: https://arxiv.org/abs/math/0508579

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Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Processes in random environments (60K37)

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Cited In (13)

• A weakness in strong localization for Sinai's walk
• Invariant distributions and scaling limits for some diffusions in time-varying random environments
• Localization and number of visited valleys for a transient diffusion in random environment
• Title not available (Why is that?)
• Almost sure asymptotics for the local time of a diffusion in Brownian environment
• The infinite valley for a recurrent random walk in random environment
• Almost sure estimates for the concentration neighborhood of Sinai's walk
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Collisions of several walkers in recurrent random environments
• Upper limits of Sinai's walk in random scenery
• 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
• Localization of favorite points for diffusion in a random environment

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