Scaling limit of local time of Sinai’s random walk
Wenming HONG, Hui YANG, Ke ZHOU
Scaling limit of local time of Sinai’s random walk
We prove that the local times of a sequence of Sinai’s random walks converge to those of Brox’s diffusion by proper scaling. Our proof is based on the intrinsic branching structure of the random walk and the convergence of the branching processes in random environment.
Sinai’s random walk / random environment / local time / Brox’s diffusion / branching process
[1] |
Bouchaud J P, Comtet A, Georges A, Le Doussal P. Classical diffusion of a particle in a one-dimensional random force field. Ann Physics, 1990, 201: 285−341
CrossRef
Google scholar
|
[2] |
Brox T. A one-dimensional diffusion process in a Wiener medium. Ann Probab, 1986, 14: 1206−1218
CrossRef
Google scholar
|
[3] |
Dwass M. Branching processes in simple random walk. Proc Amer Math Soc, 1975, 51: 270−274
CrossRef
Google scholar
|
[4] |
Ethier S N, Kurtz T G. Markov Processes: Characterization and Convergence. 2nd ed. Wiley Series in Probability and Statistics. New York: Wiley, 2005
|
[5] |
Fisher D S. Random walks in random environments. Phys Rev A, 1998, 30: 3539−3542
|
[6] |
Fisher D S, Le Doussal P, Monthus C. Random walks, reaction-diffusion, and nonequilibrium dynamics of spin chains in one-dimensional random environments. Phys Rev Lett, 1984, 80: 960−964
|
[7] |
Golosov A O. On limiting distributions for a random walk in a critical one-dimensional random environment. Russian Math Surveys, 1986, 41: 199−200
CrossRef
Google scholar
|
[8] |
Hong W M, Wang H M. Intrinsic branching structure within (L, 1) random walk in random environment and its applications. Infin Dimens Anal Quantum Probab Relat Top, 2013, 16: 1350006 [14 pages]
CrossRef
Google scholar
|
[9] |
Hong W M, Yang H. Scaling limit of the local time of the (1, L)-random walk. arXiv: 1402.3949
|
[10] |
Hu Y, Shi Z. The local time of simple random walk in random environment. J Theoret Probab, 1998, 11: 765−793
CrossRef
Google scholar
|
[11] |
Kesten H. The limit distribution of Sinai’s random walk in random environment. Phys A, 1986, 138: 299−309
CrossRef
Google scholar
|
[12] |
Kesten H, Kozlov M V, Spitzer F. A limit law for random walk in a random environment. Compos Math, 1975, 30: 145−168
|
[13] |
Kurtz T G. Diffusion approximations for branching processes. Adv Prob, 1979, 5: 262−292
|
[14] |
Marinari E, Parisi G, Ruelle D, Windey P. Random walk in a random environment and 1/f noise. Phys Rev Lett, 1983, 50: 1223−1225
CrossRef
Google scholar
|
[15] |
Marinari E, Parisi G, Ruelle D, Windey P. On the interpretation of 1/f noise. Comm Math Phys, 1983, 89: 1−12
CrossRef
Google scholar
|
[16] |
Rogers L C G. Brownian local times and branching processes. In: Azéma J, Yor M, eds. Séminaire de Probabilités XVIII 1982/83: Proceedings. Lecture Notes in Math, Vol 1059. Berlin: Springer, 1984, 42−55
CrossRef
Google scholar
|
[17] |
Seignourel P. Discrete schemes for processes in random media. Probab Theory Related Fields, 2000, 118: 293−322
CrossRef
Google scholar
|
[18] |
Sinai Y G. The limiting behavior of a one-dimensional random walk in a random medium. Theory Probab Appl, 1982, 27: 256−268
CrossRef
Google scholar
|
[19] |
Zeitouni O. Random walks in random environment. In: Tavaré S, Zeitouni O, eds. Lectures on Probability Theory and Statistics: Ecole d’Eté de Probabilités de Saint-Flour XXXI-2001. Lectu<?Pub Caret?>re Notes in Math, Vol 1837. Berlin: Springer, 2004, 189−312
CrossRef
Google scholar
|
/
〈 | 〉 |