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Random walk on nonnegative integers in beta distributed random environment

Probability 2022-11-30 v3 Statistical Mechanics Mathematical Physics math.MP

Abstract

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent Beta(μ,μ)\mathrm{Beta}(\mu,\mu) distributed random variables, with a specific behaviour at the boundary, controlled by an extra parameter η\eta. We show that this model is exactly solvable and prove a formula for the mixed moments of the random heat kernel. We then provide two formulas that allow us to study the large-scale behaviour. The first involves a Fredholm Pfaffian, which we use to prove a local limit theorem describing how the boundary parameter η\eta affects the return probabilities. The second is an explicit series of integrals, and we show that non-rigorous critical point asymptotics suggest that the large deviation behaviour of this half-space random walk in random environment is the same as for the analogous random walk on Z\mathbb{Z}.

Keywords

Cite

@article{arxiv.2201.07270,
  title  = {Random walk on nonnegative integers in beta distributed random environment},
  author = {Guillaume Barraquand and Mark Rychnovsky},
  journal= {arXiv preprint arXiv:2201.07270},
  year   = {2022}
}

Comments

44 pages. v3: minor edits

R2 v1 2026-06-24T08:54:27.716Z