Random walks in random environment
Large deviations (60F10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
This text is based on a St. Flour lecture course the author delivered in 2001, but contains additional material. Random walk in random environment (RWRE) is a stochastic process with two sources of randomness: first, the environment, which is randomly chosen but kept fixed throughout the time evolution, and, second, the random walk, which is, for fixed environment, a time-homogeneous Markov chain with transition probabilities given by the environment. These processes often differ substantially from simple random walks in an ``averaged\ environment. Homogenization techniques may fail, due to ``unusual pockets\ or ``traps\ in the environment. The first part of the text deals with RWRE on \(Z\). This model is rather well understood even for a non-i.i.d. environment. For one-dimensional nearest-neighbour RWRE, the following topics are considered: transience/recurrence, the law of large numbers (i.e. the speed of the RWRE), central limit theorems, large deviations, subexponential tail asymptotics, non-standard limit laws and aging properties for the recurrent case. Some of the proofs are not limited to the one-dimensional case: for example, the author explains the method of the ``environment viewed from the particle\ which has also been used in different contexts. The second part of the text treats RWRE on \(Z^d\) for \( d>1\). Here, much less is known than for the one-dimensional case, but there has been considerable progress in recent years. The author presents results on \(0-1\)-laws and on the law of large numbers. He describes regeneration ideas which have played a major role in the field, and which allow to relax the assumption of an i.i.d. environment. Further topics are the central limit theorem for balanced RWRE, large deviations for nestling walks and Kalikow's condition which allows to describe a ``ballistic\ regime. The text contains an extensive list of references. As the author points out in the introduction, multidimensional RWRE is a very active research area, and after the text has appeared, impressing CLT results have been obtained recently [see \textit{A. S. Sznitman} and \textit{O. Zeitouni}, ``An invariance principle for isotropic diffusions in random environment (Preprint)]. For the entire collection see [Zbl 1034.60001].
- Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
- Special examples of diffusions in random environment
- Quenched limits for transient, zero speed one-dimensional random walk in random environment
- Random walks in space time mixing environments
- Cut points and diffusions in random environment
- Simple random walk on the line in random environment
- Quenched central limit theorem for random walks in doubly stochastic random environment
- The velocity of 1d Mott variable-range hopping with external field
- Biased random walks on the interlacement set
- Scaling limit theorem for transient random walk in random environment
- Law of large numbers for random walk with unbounded jumps and birth and death process with bounded jumps in random environment
- Hydrodynamic limit for a system of independent, sub-ballistic random walks in a common random environment
- Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments
- Scaling limits for sub-ballistic biased random walks in random conductances
- Persistence probabilities for stationary increment processes
- Recurrence and transience of contractive autoregressive processes and related Markov chains
- Mean and variance of first passage time of non-homogeneous random walk
- A prelude to the theory of random walks in random environments
- Law of large numbers for non-elliptic random walks in dynamic random environments
- On a class of transient random walks in random environment
- On new examples of ballistic random walks in random environment
- A law of large numbers for random walks in random mixing environments.
- Large deviations for random walk in random environment with holding times.
- Random walks in random environment: What a single trajectory tells
- On the diffusive behavior of isotropic diffusions in a random environment
- Almost sure convergence for stochastically biased random walks on trees
- Localization for a random walk in slowly decreasing random potential
- Quenched limits for the fluctuations of transient random walks in random environment on \(\mathbb{Z}\)
- Random Dirichlet environment viewed from the particle in dimension \(d\geq 3\)
- The speed of a biased random walk on a percolation cluster at high density
- Staircase patterns in words: subsequences, subwords, and separation number
- Collisions of several walkers in recurrent random environments
- Random walks in Dirichlet environment: an overview. Dedicated to Dominique Bakry on the occasion of his 60th birthday
- On recurrence and transience of self-interacting random walks
- A symmetric random walk defined by the time-one map of a geodesic flow
- A shape theorem for the Orthant model
- Erratic behavior for 1-dimensional random walks in a Liouville quasi-periodic environment
- Random walks with local memory
- Localization at the boundary for conditioned random walks in random environment in dimensions two and higher
- Upper estimates for inhomogeneous random walks confined to the positive orthant
- Functional weak limit of random walks in cooling random environment
- Tree builder random walk: recurrence, transience and ballisticity
- Reconstructing a recurrent random environment from a single trajectory of a random walk in random environment with errors
- An excited random walk counter-example
- A new approach to Pólya urn schemes and its infinite color generalization
- Polynomial ballisticity conditions and invariance principle for random walks in strong mixing environments
- An elliptic Harnack inequality for difference equations with random balanced coefficients
- A parabolic Harnack principle for balanced difference equations in random environments
- Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations
- Biased random walk on the trace of biased random walk on the trace of \(\dots\)
- Cutoff phenomenon for nearest Lamperti's random walk
- Random walks in a strongly sparse random environment
- Scaling limit of sub-ballistic 1D random walk among biased conductances: \textit{a story of wells and walls}
- Functional central limit theorem for random walks in random environment defined on regular trees
- Continuity for the rate function of the simple random walk on supercritical percolation clusters
- Deterministic walks in random environment
- Random walk in changing environment
- Random evolution equations: well-posedness, asymptotics, and applications to graphs
- Long range one-cookie random walk with positive speed
- Invariance principles for random walks in random environment on trees
- Random walks in i.i.d. random environment on Cayley trees
- The speed of a biased walk on a Galton-Watson tree without leaves is monotonic with respect to progeny distributions for high values of bias
- On the equivalence of the static and dynamic points of view for diffusions in a random environment
- Arbitrary many Walkers meet infinitely often in a subballistic random environment
- On the transient (T) condition for random walk in mixing environment
- Random walks in a moderately sparse random environment
- Invariant measure for random walks on ergodic environments on a strip
- Einstein relation for random walk in a one-dimensional percolation model
- A weak limit theorem for Galton-Watson processes in varying environments
- Random walks on discrete point processes
- Laws of iterated logarithm for transient random walks in random environments
- Law of large numbers for random walks on attractive spin-flip dynamics
- Quenched localisation in the Bouchaud trap model with slowly varying traps
- A weakness in strong localization for Sinai's walk
- Optimal flow through the disordered lattice
- A note on multitype branching processes with immigration in a random environment
- On slowdown and speedup of transient random walks in random environment
- Random walks and branching processes in correlated Gaussian environment
- Berry-Esseen estimates for regenerative processes under weak moment assumptions
- An effective criterion and a new example for ballistic diffusions in random environment
- Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
- Diffusions of multiplicative cascades
- Biased random walk in positive random conductances on \(\mathbb{Z}^{d}\)
- A quenched invariance principle for non-elliptic random walk in i.i.d. balanced random environment
- Quenched point-to-point free energy for random walks in random potentials
- On the limiting velocity of random walks in mixing random environment
- Large deviations for hitting times of a random walk in random environment on a strip
- Slow movement of random walk in random environment on a regular tree
- Spectral analysis of Sinai's walk for small eigenvalues
- A quenched CLT for super-Brownian motion with random immigration
- The speed of a branching system of random walks in random environment
- Logarithmic speeds for one-dimensional perturbed random walks in random environments
- A central limit theorem for biased random walks on Galton-Watson trees
- An invariance principle for isotropic diffusions in random environment
- Shortest spanning trees and a counterexample for random walks in random environments
- Transient random walks on a strip in a random environment
- Multi-excited random walks on integers
- An almost sure invariance principle for random walks in a space-time random environment
- Mixing times for the simple exclusion process in ballistic random environment
- The speed of critically biased random walk in a one-dimensional percolation model
This page was built for publication: Random walks in random environment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4466534)
