The infinite valley for a recurrent random walk in random environment

DOI10.1214/09-AIHP205zbMATH Open1201.60096arXiv0708.1739MaRDI QIDQ985332FDOQ985332

Zhan Shi, Yuval Peres, Nina Gantert

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the - suitably centered - empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the RWRE and also determine the exact constant in the almost sure upper limit of the maximal local time.

Full work available at URL: https://arxiv.org/abs/0708.1739

zbMATH Keywords

empirical distributionlocal timerandom walk in random environmentself-intersection local time

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55) Processes in random environments (60K37)

Cites Work

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Cited In (8)

• Limit law of the local time for Brox's diffusion
• Almost sure asymptotics for the local time of a diffusion in Brownian environment
• Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
• Localization in log-gamma polymers with boundaries
• Limit of the environment viewed from Sinaï's walk
• The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• The endpoint distribution of directed polymers

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