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We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

This work is motivated by the study of some two-dimensional random walks in random environment (RWRE) with transition probabilities independent of one coordinate of the walk. These are non-reversible models and can not be treated by…

Probability · Mathematics 2014-04-16 Nina Gantert , Michael Kochler , Francoise Pene

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We consider random walks in a balanced random environment in $\mathbb{Z}^d$, $d\geq 2$. We first prove an invariance principle (for $d\ge2$) and the transience of the random walks when $d\ge 3$ (recurrence when $d=2$) in an ergodic…

Probability · Mathematics 2011-08-30 Xiaoqin Guo , Ofer Zeitouni

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

Probability · Mathematics 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

Probability · Mathematics 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

Probability · Mathematics 2011-02-24 Jonathon Peterson , Ofer Zeitouni

Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…

Probability · Mathematics 2023-07-12 Erion-Stelios Boci , Cécile Mailler

Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat , Renato Soares Dos Santos

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…

Probability · Mathematics 2014-04-10 Francis Comets , Mikael Falconnet , Oleg Loukianov , Dasha Loukianova

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold. In the present…

Probability · Mathematics 2013-12-17 Martin Barlow , Krzysztof Burdzy , Adám Timár

Consider a branching random walk on the real line with a random environment in time (BRWRE). A necessary and sufficient condition for the non-triviality of the limit of the derivative martingale is formulated. To this end, we investigate…

Probability · Mathematics 2026-01-14 Wenming Hong , Shengli Liang

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta…

Probability · Mathematics 2021-05-19 Guillaume Barraquand , Ivan Corwin

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…

Probability · Mathematics 2021-10-26 Emilio Corso

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

Probability · Mathematics 2025-05-07 Jie Jiang , Shuwen Lai

We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

Probability · Mathematics 2019-12-04 Jean-Dominique Deuschel , Xiaoqin Guo

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.

Probability · Mathematics 2013-04-15 Martin Barlow , Krzysztof Burdzy , Adam Timar

In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…

Probability · Mathematics 2025-06-04 Jiaming Chen