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Large deviations for transient random walks in random environment on a Galton–Watson tree

Elie Aidékon (2010)

Annales de l'I.H.P. Probabilités et statistiques

Consider a random walk in random environment on a supercritical Galton–Watson tree, and let τn be the hitting time of generation n. The paper presents a large deviation principle for τn/n, both in quenched and annealed cases. Then we investigate the subexponential situation, revealing a polynomial regime similar to the one encountered in one dimension. The paper heavily relies on estimates on the tail distribution of the first regeneration time.

Large scale behavior of semiflexible heteropolymers

Francesco Caravenna, Giambattista Giacomin, Massimiliano Gubinelli (2010)

Annales de l'I.H.P. Probabilités et statistiques

We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched regime, i.e., the analysis is performed for a given realization of the disorder. Semiflexible models differ substantially from random walks on short scales, but on large scales a brownian behavior emerges. By exploiting techniques from tensor analysis and non-commutative...

Limit laws for transient random walks in random environment on

Nathanaël Enriquez, Christophe Sabot, Olivier Zindy (2009)

Annales de l’institut Fourier

We consider transient random walks in random environment on with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level n converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit.

Limit laws of transient excited random walks on integers

Elena Kosygina, Thomas Mountford (2011)

Annales de l'I.H.P. Probabilités et statistiques

We consider excited random walks (ERWs) on ℤ with a bounded number of i.i.d. cookies per site without the non-negativity assumption on the drifts induced by the cookies. Kosygina and Zerner [15] have shown that when the total expected drift per site, δ, is larger than 1 then ERW is transient to the right and, moreover, for δ>4 under the averaged measure it obeys the Central Limit Theorem. We show that when δ∈(2, 4] the limiting behavior of an appropriately centered and scaled excited random...

Limit theorems for one and two-dimensional random walks in random scenery

Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène (2013)

Annales de l'I.H.P. Probabilités et statistiques

Random walks in random scenery are processes defined by Z n : = k = 1 n ξ X 1 + + X k , where ( X k , k 1 ) and ( ξ y , y d ) are two independent sequences of i.i.d. random variables with values in d and respectively. We suppose that the distributions of X 1 and ξ 0 belong to the normal basin of attraction of stable distribution of index α ( 0 , 2 ] and β ( 0 , 2 ] . When d = 1 and α 1 , a functional limit theorem has been established in (Z. Wahrsch. Verw. Gebiete50 (1979) 5–25) and a local limit theorem in (Ann. Probab.To appear). In this paper, we establish the convergence in...

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