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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…

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

概率论 · 数学 2017-04-12 Sung Won Ahn , Jonathon Peterson

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

概率论 · 数学 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

概率论 · 数学 2008-10-02 Jonathon Peterson

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

概率论 · 数学 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

概率论 · 数学 2023-01-03 Dariusz Buraczewski , Piotr Dyszewski , Alicja Kołodziejska

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…

概率论 · 数学 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…

概率论 · 数学 2023-03-14 You Lv , Wenming Hong

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

概率论 · 数学 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

概率论 · 数学 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

概率论 · 数学 2016-06-14 Jonathon Peterson

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…

概率论 · 数学 2011-02-24 Jonathon Peterson , Ofer Zeitouni

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…

概率论 · 数学 2016-06-14 Jonathon Peterson

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

概率论 · 数学 2016-06-20 Jonathon Peterson

We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $\kappa>0$ that determines the fluctuations of the process.…

概率论 · 数学 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

概率论 · 数学 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

概率论 · 数学 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

统计力学 · 物理学 2017-04-03 A. V. Nazarenko , V. Blavatska

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis.…

概率论 · 数学 2016-09-07 Endre Csáki , Wolfgang König , Zhan Shi

Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the…

概率论 · 数学 2013-03-12 Christophe Gallesco , Nina Gantert , Serguei Popov , Marina Vachkovskaia
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