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Maximal displacement for bridges of random walks in a random environment

Nina Gantert, Jonathon Peterson (2011)

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

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

Christophe Gallesco (2013)

ESAIM: Probability and Statistics

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...

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