Random walk on nonnegative integers in beta distributed random environment

DOI10.1007/S00220-022-04536-1MaRDI QIDQ6388589arXivFDO

Authors Guillaume Barraquand, Mark Rychnovsky

Publication date 18 January 2022

Published in arXiv

Full work available at URL https://doi.org/10.1007/S00220-022-04536-1

Mathematics Subject Classification ID

Processes in random environments (60K37) Statistical mechanics of polymers (82D60)

arXiv classification

cond-mat.stat-mechmath-phmath.MPmath.PR

Abstract: We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $mathrmBeta(mu,mu)$ distributed random variables, with a specific behaviour at the boundary, controlled by an extra parameter $eta$. We show that this model is exactly solvable and prove a formula for the mixed moments of the random heat kernel. We then provide two formulas that allow us to study the large-scale behaviour. The first involves a Fredholm Pfaffian, which we use to prove a local limit theorem describing how the boundary parameter $eta$ affects the return probabilities. The second is an explicit series of integrals, and we show that non-rigorous critical point asymptotics suggest that the large deviation behaviour of this half-space random walk in random environment is the same as for the analogous random walk on $mathbbZ$.

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