Random walks in random sceneries and related models
نویسندگان
چکیده
منابع مشابه
A functional approach for random walks in random sceneries
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 separately the convergence of the walk and of the scenery: on the one hand, a general criterion for the convergence of the local time of the walk is provided...
متن کاملFurther scaling exponents of random walks in random sceneries
Completing previous results, we construct, for every 1/2 6 s 6 1, explicit examples of nearest neighbour random walks on the nonnegative integer line such that s is the scaling exponent of the associated random walk in random scenery for square integrable i.i.d. sceneries. We use coupling techniques to compare the distributions of the local times of such random walks.
متن کاملA PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS
A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...
متن کاملRandom Walks in Octants, and Related Structures
A di¤usion walk in Z2 is a (random) walk with unit step vectors !, ", , and #. Particles from di¤erent sources with opposite charges cancel each other when they meet in the lattice. This cancellation principle is applied to enumerate di¤usion walks in shifted half-planes, quadrants, and octants (a 3-D version is also considered). Summing over time we calculate expected numbers of visits and rs...
متن کاملRandom Walks and Random Permutations
A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version of the model can be determined to be the same as the scaled distribution of the eigenvalues at the soft edge of the GUE. The scaling of the distribution gives...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ESAIM: Proceedings and Surveys
سال: 2020
ISSN: 2267-3059
DOI: 10.1051/proc/202068003