Scaling exponents of random walks in random sceneries

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Further 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 کامل

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 کامل

First-Passage Exponents of Multiple Random Walks

We investigate first-passage statistics of an ensemble of N noninteracting random walks on a line. Starting from a configuration in which all particles are located in the positive half-line, we study Sn(t), the probability that the nth rightmost particle remains in the positive half-line up to time t. This quantity decays algebraically, Sn(t) ∼ tn , in the long-time limit. Interestingly, there ...

متن کامل

A 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 کامل

Critical scaling in standard biased random walks.

The spatial coverage produced by a single discrete-time random walk, with an asymmetric jump probability p not equal 1/2 and nonuniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented with Monte Carlo simulations. We show that, for appropriate step sizes, the model displays a critical phenomenon, at p=p(c). Its scaling properties as...

متن کامل

ذخیره 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: Stochastic Processes and their Applications

سال: 2002

ISSN: 0304-4149

DOI: 10.1016/s0304-4149(02)00091-1