Persistence of some additive functionals of Sinai's walk
Probability
2015-03-10 v2
Abstract
We are interested in Sinai's walk . We prove that the annealed probability that is strictly positive for all is equal to , for a large class of functions , and in particular for . The persistence exponent 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