The infinite valley for a recurrent random walk in random environment

DOI10.1214/09-AIHP205MaRDI QIDQ985332zbMATH OpenFDO

Authors Nina Gantert, Yuval Peres, Zhan Shi

Publication date 21 July 2010

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

Full work available at URL https://arxiv.org/abs/0708.1739, https://eudml.org/doc/239998

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)

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.

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(9)

• Valleys and the maximum local time for random walk in random environment
• 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
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• The endpoint distribution of directed polymers
• The maximum of the local time of a diffusion process in a drifted Brownian potential

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