English

Persistence of some additive functionals of Sinai's walk

Probability 2015-03-10 v2

Abstract

We are interested in Sinai's walk (S_n)_nN(S\_n)\_{n\in\mathbb{N}}. We prove that the annealed probability that _k=0nf(S_k)\sum\_{k=0}^n f(S\_k) is strictly positive for all n[1,N]n\in[1,N] is equal to 1/(logN)352+o(1)1/(\log N)^{\frac{3-\sqrt{5}}{2}+o(1)}, for a large class of functions ff, and in particular for f(x)=xf(x)=x. The persistence exponent 352\frac{3-\sqrt{5}}{2} first appears in a non-rigorous paper of Le Doussal, Monthus and Fischer, with motivations coming from physics. The proof relies on techniques of localization for Sinai's walk and uses results of Cheliotis about the sign changes of the bottom of valleys of a two-sided Brownian motion.

Keywords

Cite

@article{arxiv.1402.2267,
  title  = {Persistence of some additive functionals of Sinai's walk},
  author = {Alexis Devulder},
  journal= {arXiv preprint arXiv:1402.2267},
  year   = {2015}
}

Comments

30 pages, 2 figures