Related papers: Lyapunov exponents of random walks in small random…
We consider the simple random walk on Z^d, d > 2, evolving in a potential of the form \beta V, where (V(x), x \in Z^d) are i.i.d. random variables taking values in [0,+\infty), and \beta\ > 0. When the potential is integrable, the…
We consider a simple random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice, $d\geq 3$. We study the quenched Lyapunov exponents, and present a probabilistic proof of its continuity when the potentials converge…
We investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the…
We consider the simple random walk on Z^d evolving in a potential of independent and identically distributed random variables taking values in [0, + \infty]. We give optimal conditions for the existence of the quenched point-to-point…
We consider the simple random walk in i.i.d. nonnegative potentials on the $d$-dimensional cubic lattice $\mathbb{Z}^d$ ($d \geq 1$). In this model, the so-called Lyapunov exponent describes the cost of traveling for the simple random walk…
We consider the simple random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ ($d \geq 1$), traveling in potentials which are Bernoulli distributed. The so-called Lyapunov exponent describes the cost of traveling for the simple random…
Let $X_1,X_2, \ldots $ be a sequence of $i.i.d$ real (complex) $d \times d $ invertible random matrices with common distribution $\mu$ and $\sigma_1(n), \sigma_2(n), \ldots , \sigma_d(n)$ be the singular values, $\lambda_1(n), \lambda_2(n),…
In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of…
This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
We consider random interlacements on Z^d, with d bigger or equal to 3, when their vacant set is in a strongly percolative regime. We derive an asymptotic upper bound on the probability that the random interlacements disconnect a box of…
We consider quenched and annealed Lyapunov exponents for the Green's function of $-\Delta+\gamma V$, where the potentials $V(x), x\in\Z^d$, are i.i.d. nonnegative random variables and $\gamma>0$ is a scalar. We present a probabilistic proof…
We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set…
We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…
We consider simple random walk on Z^d, d bigger or equal to 3. Motivated by the work of A.-S. Sznitman and the author in arXiv:1304.7477 and arXiv:1310.2177, we investigate the asymptotic behaviour of the probability that a large body gets…
We collect some applications of the variational formula established by Schr\"oder (1988) and Rue\ss (2013) for the quenched Lyapunov exponent of Brownian motion in stationary and ergodic nonnegative potential. We show for example that the…
We consider the solution $u$ to the one-dimensional parabolic Anderson model with homogeneous initial condition $u(0, \cdot) \equiv 1$, arbitrary drift and a time-independent potential bounded from above. Under ergodicity and independence…
We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…
This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…
In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…