Asymptotics of a dynamic random walk in a random scenery : I. Law of large numbers
N. Guillotin (2000)
Annales de l'I.H.P. Probabilités et statistiques
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N. Guillotin (2000)
Annales de l'I.H.P. Probabilités et statistiques
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Rafał Latała, Krzysztof Oleszkiewicz (1995)
Colloquium Mathematicae
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Emile Le Page, Marc Peigné (1999)
Revista Matemática Iberoamericana
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Let Gd be the semi-direct product of R*+ and Rd, d ≥ 1 and let us consider the product group Gd,N = Gd x RN, N ≥ 1. For a large class of probability measures μ on Gd,N, one prove that there exists ρ(μ) ∈ ]0,1] such that the sequence of finite measures {(n(N+3)/2 / ρ(μ)n) μ*n...
Wojciech Szatzschneider (1978)
Studia Mathematica
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Z. Rychlik, D. Szynal (1979)
Banach Center Publications
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Matthias Birkner, Rongfeng Sun (2011)
Annales de l'I.H.P. Probabilités et statistiques
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We study the continuous time version of the , where conditioned on a continuous time random walk ( )≥0 on ℤ with jump rate > 0, which plays the role of disorder, the law up to time of a second independent random walk ( )0≤≤ with jump rate 1 is Gibbs transformed with weight e (,), where (, ) is the collision local time between and up to time . As the inverse temperature varies, the model undergoes a localization–delocalization...
Émile Le Page, Marc Peigné (1997)
Annales de l'I.H.P. Probabilités et statistiques
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