Related papers: Differences between Lyapunov exponents for the sim…

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

This paper is devoted to study stability of Lyapunov exponents and simplicity of Lyapunov spectrum for bounded random compact operators on a separable infinite-dimensional Hilbert space from a generic point of view generated by the…

We show that Lyapunov exponents and stability exponents are equal in the case of product of $i.i.d$ isotropic(also known as bi-unitarily invariant) random matrices. We also derive aysmptotic distribution of singular values and eigenvalues…

The concept of Lyapunov exponent has long occupied a central place in the theory of Anderson localisation; its interest in this particular context is that it provides a reasonable measure of the localisation length. The Lyapunov exponent…

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

We discuss the role played by the Lyapunov exponents in the dynamics of Zhang's model of Self-Organized Criticality. We show that a large part of the spectrum (slowest modes) is associated with the energy transpor in the lattice. In…

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

Suppose that the vertices of the Euclidean lattice Z^d are endowed with a random scenery, obtained by tossing a fair coin at each vertex. A random walker, starting from the origin, replaces the coins along its path by i.i.d. biased coins.…

Positive and negative Lyapunov exponents for a dilute, random, two-dimensional Lorentz gas in an applied field, $\vec{E}$, in a steady state at constant energy are computed to order $E^{2}$. The results are:…

We exploit the analogy between dynamics of inertial particle pair separation in a random-in-time flow and the Anderson model of a quantum particle on the line in a spatially random real-valued potential. Thereby we get an exact formula for…

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

We consider quantum walks with position dependent coin on 1D lattice $\mathbb{Z}$. The dispersive estimate $\|U^tP_c u_0\|_{l^\infty}\lesssim (1+|t|)^{-1/3} \|u_0\|_{l^1}$ is shown under $l^{1,1}$ perturbation for the generic case and…

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…

A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…

We prove a formula for the speed of distance stationary random sequences. A particular case is the classical formula for the largest Lyapunov exponent of an i.i.d. product of two by two matrices in terms of a stationary measure on…

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

We define a random walk on the set of primitive points of $\mathbb{Z}^d$. We prove that for walks generated by measures satisfying mild conditions these walks are recurrent in a strong sense. That is, we show that the associated Markov…

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…

We study the Lyapunov exponents for a moving, charged particle in a two-dimensional Lorentz gas with randomly placed, non-overlapping hard disk scatterers placed in a thermostatted electric field, $\vec{E}$. The low density values of the…

We study the random walk on dynamical percolation of $\mathbb{Z}^d$ (resp., the two-dimensional triangular lattice $\mathcal{T}$), where each edge (resp., each site) can be either open or closed, refreshing its status at rate $\mu\in…