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

DOI10.1007/S00440-006-0005-6MaRDI QIDQ863485zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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