Local extinction for superprocesses in random environments.
Local time of super-brownian motion in random environments. (Tiempo local del movimiento superbrowniano en medios aleatorios.)
Maximal displacement for bridges of random walks in a random environment
It is well known that the distribution of simple random walks on ℤ conditioned on returning to the origin after 2n steps does not depend on p=P(S1=1), the probability of moving to the right. Moreover, conditioned on {S2n=0} the maximal displacement maxk≤2n|Sk| converges in distribution when scaled by √n (diffusive scaling). We consider the analogous problem for transient random walks in random environments on ℤ. We show that under the quenched law Pω (conditioned on the environment ω), the maximal...
Meeting time of independent random walks in random environment
We consider, in the continuous time version, γ independent random walks on Z+ in random environment in Sinai’s regime. Let Tγ be the first meeting time of one pair of the γ random walks starting at different positions. We first show that the tail of the quenched distribution of Tγ, after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being...
Moderate deviations for diffusions in a random gaussian shear flow drift
Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.
Non-perturbative approach to random walk in Markovian environment.
On ballistic diffusions in random environment
On convergence of population processes in random environments to the stochastic heat equation with colored noise.
On quenched and annealed critical curves of random pinning model with finite range correlations
This paper focuses on directed polymers pinned at a disordered and correlated interface. We assume that the disorder sequence is a -order moving average and show that the critical curve of the annealed model can be expressed in terms of the Perron–Frobenius eigenvalue of an explicit transfer matrix, which generalizes the annealed bound of the critical curve for i.i.d. disorder. We provide explicit values of the annealed critical curve for and and a weak disorder asymptotic in the general case....
On the limiting velocity of random walks in mixing random environment
We consider random walks in strong-mixing random Gibbsian environments in , . Based on regeneration arguments, we will first provide an alternative proof of Rassoul-Agha’s conditional law of large numbers (CLLN) for mixing environment (Electron. Commun. Probab.10(2005) 36–44). Then, using coupling techniques, we show that there is at most one nonzero limiting velocity in high dimensions ().
On the proof of the Parisi formula by Guerra and Talagrand
The Parisi formula is an expression for the limiting free energy of the Sherrington-Kirkpatrick spin glass model, which had first been derived by Parisi using a non-rigorous replica method together with an hierarchical ansatz for the solution of the variational problem. It had become quickly clear that behind the solution, if correct, lies an interesting mathematical structure. The formula has recently been proved by Michel Talagrand based partly on earlier ideas and results by Francesco Guerra....
On the zero-one law and the law of large numbers for random walk in mixing random environment.
One-dimensional diffusion in an asymmetric random environment
One-dimensional finite range random walk in random medium and invariant measure equation
We consider a model of random walks on ℤ with finite range in a stationary and ergodic random environment. We first provide a fine analysis of the geometrical properties of the central left and right Lyapunov eigenvectors of the random matrix naturally associated with the random walk, highlighting the mechanism of the model. This allows us to formulate a criterion for the existence of the absolutely continuous invariant measure for the environments seen from the particle. We then deduce a characterization...
Perturbing transient random walk in a random environment with cookies of maximal strength
We consider a left-transient random walk in a random environment on that will be disturbed by cookies inducing a drift to the right of strength 1. The number of cookies per site is i.i.d. and independent of the environment. Criteria for recurrence and transience of the random walk are obtained. For this purpose we use subcritical branching processes in random environments with immigration and formulate criteria for recurrence and transience for these processes.
Positively and negatively excited random walks on integers, with branching processes.
Process-level quenched large deviations for random walk in random environment
We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate function related to a relative entropy.
Quenched law of large numbers for branching brownian motion in a random medium
We study a spatial branching model, where the underlying motion is d-dimensional (d≥1) brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result of this paper is the quenched law of large numbers for the population for all d≥1. We also show that the branching brownian motion with mild obstacles spreads less quickly than ordinary branching brownian motion by giving an upper estimate on its speed. When the underlying...
Quenched limits for transient, ballistic, sub-gaussian one-dimensional random walk in random environment
We consider a nearest-neighbor, one-dimensional random walk {Xn}n≥0 in a random i.i.d. environment, in the regime where the walk is transient with speed vP>0 and there exists an s∈(1, 2) such that the annealed law of n−1/s(Xn−nvP) converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences {tk} and {tk'} depending on the environment only, such that a quenched...