We study in this short note aging properties of Sinai's (nearest neighbour) random walk in random environment. With $\PP^o$ denoting the annealed law of the RWRE $X_n$, our main result is a full proof of the following statement due to P. Le Doussal, C. Monthus and D. S. Fisher: $$\lim_{η\to0} \lim_{n\to\infty} \PP^o (\frac{|X_{n^h} - X_n|}{(\log n)^2} < η) = \frac{1}{h^2} [ {5/3} - {2/3} e^{-(h-1)} ]. $$
We give an alternative proof of the localization of Sinai's random walk in random environment under weaker hypothesis than the ones used by Sinai. Moreover we give estimates that are stronger than the one of Sinai on the localization neighborhood and on the probability for the random walk to stay inside this neighborhood.
We consider Sinai's walk in i.i.d. random scenery and focus our attention on a conjecture of Révész \cite{r05} concerning the upper limits of Sinai's walk in random scenery when the scenery is bounded from above. A close study of the competition between the concentration property for Sinai's walk and negative values for the scenery enables us to prove that the conjecture is true if the scenery has "thin" negative tails and is false otherwise.
We consider Sinai's random walk in random environment. We prove that for an interval of time [1,n] Sinai's walk sojourns in a small neighborhood of the point of localization for the quasi totality of this amount of time. Moreover the local time at the point of localization normalized by $n$ converges in probability to a well defined random variable of the environment.
We consider Sinai's random walk in random environment. We prove that the logarithm of the local time is a good estimator of the random potential associated to the random environment. We give a constructive method allowing us to built the random environment from a single trajectory of the random walk.
Using the generators, we establish a connection between the Sinai's random walk and the so-called Brox process. We first find the Dirichlet form of the Brox diffusion, and then prove that it is the limit of the Dirichlet form of the Sinai's random walk. This also gives a natural way to connect between the Brox diffusion and the Brownian motion.
We consider Sinai's random walk in random environment. We prove that infinitely often (i.o.) the size of the concentration neighborhood of this random walk is almost surely bounded. As an application we get that i.o. the maximal distance between two favorite sites is almost surely bounded.
We identify the limit of the internal DLA cluster generated by Sinai's walk as the law of a functional of a Brownian motion which turns out to be a new interpretation of the Arcsine law.
We prove that the local times of a sequence of Sinai's random walks convergence to those of Brox's diffusion by proper scaling, which is accord with the result of Seignourel (2000). Our proof is based on the convergence of the branching processes in random environment by Kurtz (1979).
Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior.
We are interested in Sinai's walk $(S\_n)\_{n\in\mathbb{N}}$. We prove that the annealed probability that $\sum\_{k=0}^n f(S\_k)$ is strictly positive for all $n\in[1,N]$ is equal to $1/(\log N)^{\frac{3-\sqrt{5}}{2}+o(1)}$, for a large class of functions $f$, and in particular for $f(x)=x$. The persistence exponent $\frac{3-\sqrt{5}}{2}$ first appears in a non-rigorous paper of Le Doussal, Monthus and Fischer, with motivations coming from physics. The proof relies on techniques of localization for Sinai's walk and uses results of Cheliotis about the sign changes of the bottom of valleys of a …
Sinai's walk is a recurrent one-dimensional nearest-neighbor random walk in random environment. It is known for a phenomenon of strong localization, namely, the walk spends almost all time at or near the bottom of deep valleys of the potential. Our main result shows a weakness of this localization phenomenon: with probability one, the zones where the walk stays for the most time can be far away from the sites where the walk spends the most time. In particular, this gives a negative answer to a problem of Erdős and Révész [Mathematical Structures--Computational Mathematics--Mathematical Modelli…
For Sinaï's walk (X_k) we show that the empirical measure of the environment seen from the particle (\bar\w_k) converges in law to some random measure S. This limit measure is explicitly given in terms of the infinite valley, which construction goes back to Golosov. As a consequence an "in law" ergodic theorem holds for additive functionals of (\bar\w_k) . When the limit in this "in law" ergodic theorem is deterministic, it holds in probability. This allows some extensions to the recurrent case of the ballistic "environment's method" dating back to Kozlov and Molchanov. In particular, we show …
We prove that the upward ladder height subordinator $H$ associated to a real valued Lévy process $ξ$ has Laplace exponent $ϕ$ that varies regularly at $\infty$ (resp. at 0) if and only if the underlying Lévy process $ξ$ satisfies Sinai's condition at 0 (resp. at $\infty$). Sinai's condition for real valued Lévy processes is the continuous time analogue of Sinai's condition for random walks. We provide several criteria in terms of the characteristics of $ξ$ to determine whether or not it satisfies Sinai's condition. Some of these criteria are deduced from tail estimates of the Lévy measure of $…
Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable subordinator of index $0 <α< 1$. We apply a recent method developed by Meerscheart and Straka of finding the finite dimensional distributions of CTRWL, to obtaining the aging process's finite dimensional distributions, self-similarity-like property, asymptotic behavior and its Fractional Fokker-Planck equation.
Sinai's walk can be thought of as a random walk on $\mathbb {Z}$ with random potential $V$, with $V$ weakly converging under diffusive rescaling to a two-sided Brownian motion. We consider here the generator $\mathbb {L}_N$ of Sinai's walk on $[-N,N]\cap \mathbb {Z}$ with Dirichlet conditions on $-N,N$. By means of potential theory, for each $h>0$, we show the relation between the spectral properties of $\mathbb {L}_N$ for eigenvalues of order $o(\exp(-h\sqrt{N}))$ and the distribution of the $h$-extrema of the rescaled potential $V_N(x)\equiv V(Nx)/\sqrt{N}$ defined on $[-1,1]$. Information a…
We apply the techniques developed in Comets and Popov (2003) to present a new proof to Sinai's theorem (Sinai, 1982) on one-dimensional random walk in random environment (RWRE), working in a scale-free way to avoid rescaling arguments and splitting the proof in two independent parts: a quenched one, related to the measure $P_ω$ conditioned on a fixed, typical realization $ω$ of the environment, and an annealed one, related to the product measure $\mathbb{P}$ of the environment $ω$. The quenched part still holds even if we use another measure (possibly dependent) for the environment.
We clarify the asymptotic of the limsup of the size of the neighborhood of concentration of Sinai's walk improving the result in \cite{Pierre3}. Also we get the almost sure limit of the number of points visited more than a small but fixed proportion of a given amount of time.
In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect occurs as soon a non-trivial bias is introduced. The proof applies a decomposition of the underlying simple random walk path at its cut-times to relate the associated biased random walk to a one-dimensional random walk in a random environment in Sinai's regime.
We consider transient one-dimensional random walks in random environment with zero asymptotic speed. An aging phenomenon involving the generalized Arcsine law is proved using the localization of the walk at the foot of "valleys" of height $\log t$. In the quenched setting, we also sharply estimate the distribution of the walk at time $t$.
We prove an annealed weak limit of the trajectory of the random walks in cooling random environment (RWCRE) under both slow (polynomial) and fast (exponential) cooling. We identify the weak limit when the underlying static environment is recurrent (Sinai's model). Avena and den Hollander have previously proved law of large numbers and Gaussian fluctuation of RWCRE. We find that the weak limit of the trajectory exists as a time-rescaled Brownian motion in the slow cooling case but the limit degenerates to a constant function in the fast cooling case.
We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's regime; (ii) simple random walk with random perturbation. We give almost sure results on how far the random walker will be from the origin after a long time t, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order $(\log t)^β$, for $β\in (1,\infty)$, depending on the perturbation. In addition, in the ergodic ca…
We consider d independent walkers on Z, m of them performing simple symmetric random walk and r = d -- m of them performing recurrent RWRE (Sinai walk), in I independent random environments. We show that the product is recurrent, almost surely, if and only if m $\le$ 1 or m = d = 2. In the transient case with r $\ge$ 1, we prove that the walkers meet infinitely often, almost surely, if and only if m = 2 and r $\ge$ I = 1. In particular, while I does not have an influence for the recurrence or transience, it does play a role for the probability to have infinitely many meetings. To obtain these …
We consider, in the continuous time version, $γ$ independent random walks on $\mathbb{Z_+}$ in random environment in the Sinai's regime. Let $T_\gam$ 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 $T_γ$, 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 $\Eo$ the quenched expectation, we show that, for almost all environmen…
We investigate the hydrodynamical behavior of a system of random walks with zero-range interactions moving in a common `Sinai-type' random environment on a one dimensional torus. The hydrodynamic equation found is a quasilinear SPDE with a `rough' random drift term coming from a scaling of the random environment and a homogenization of the particle interaction. Part of the motivation for this work is to understand how the space-time limit of the particle mass relates to that of the known single particle Brox diffusion limit. In this respect, given the hydrodynamic limit shown, we describe form…
In the seminal work [5], Ben Arous and Černý give a general characterization of aging for trap models in terms of $α$-stable subordinators with $α\in (0,1)$. Some of the important examples that fall into this universality class are Random Hopping Time (RHT) dynamics of Random Energy Model (REM) and $p$-spin models observed on exponential time scales. In this paper, we explain a different aging mechanism in terms of {\it extremal processes} that can be seen as the extension of $α$-stable aging to the case $α=0$. We apply this mechanism to the RHT dynamics of the REM for a wide range of temperat…
We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent regimes. The new model combines features of several existing models of random motion in random media and admits a transparent physical interpretation. More specifically, a random walk in a sparse random environment can be characterized as a "locally strong" perturbation of a simple random walk by a random potential induced by "rare impurities," which are randomly…
We consider the biased random walk on a critical Galton-Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying tails. Indeed, in each of these two settings, we establish closely-related functional limit theorems involving an extremal process and also demonstrate extremal aging occurs.
We consider the one-sided exit problem for (fractionally) integrated random walks and Lévy processes. We prove that the rate of decrease of the non-exit probability -- the so-called survival exponent -- is universal in this class of processes. In particular, the survival exponent can be inferred from the (fractionally) integrated Brownian motion. This, in particular, extends Sinai's result on the survival exponent for the integrated simple random walk to general random walks with some finite exponential moment. Further, we prove existence and monotonicity of the survival exponent of fractional…
Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as $N \to \infty$. Sinai (1992) proved that $p_N \asymp N^{-1/4}$ if $S_n$ is a simple random walk. We show that $p_N \asymp N^{-1/4}$ for some other types of random walks that include double-sided exponential and double-sided geometric walks, both not necessarily symmetric. We also prove that $p_N \le c N^{-1/4}$ for lattice walks and for upper exponential wal…
We consider an infinite system of particles in one dimension, each particle performs independant Sinai's random walk in random environment. Considering an instant $t$, large enough, we prove a result in probability showing that the particles are trapped in the neighborhood of well defined points of the lattice depending on the random environment the time $t$ and the starting point of the particles.
Let $τ= (τ_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $τ$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with inhomogeneous rates $(τ_i^{-1} : i \in {\Bbb Z})$. When $F$ is in the domain of attraction of a stable law of exponent $α<1$ (so that ${\Bbb E}(τ_i) = \infty$ and X is subdiffusive), we prove that $(X,τ)$, suitably rescaled (in space and time), converges to a natural (singular) diffusion $Z = (Z_t : t\geq0, Z_0=0)$ with a random (discrete) speed measure $ρ$. The converg…
We study the simple random walk on the $n$-dimensional hypercube, in particular its hitting times of large (possibly random) sets. We give simple conditions on these sets ensuring that the properly-rescaled hitting time is asymptotically exponentially distributed, uniformly in the starting position of the walk. These conditions are then verified for percolation clouds with densities that are much smaller than $(n \log n)^{-1}$. A main motivation behind this paper is the study of the so-called aging phenomenon in the Random Energy Model (REM), the simplest model of a mean-field spin glass. Our …
We show that one-dimensional random walks in a quasi-periodic environment with Liouville frequency generically have an erratic statistical behavior. In the recurrent case we show that neither quenched nor annealed limit theorems hold and both drift and variance exhibit wild oscillations, being logarithmic at some times and almost linear at other times. In the transient case we show that the annealed Central Limit Theorem fails generically. These results are in stark contrast with the Diophantine case where the Central Limit Theorem with linear drift and variance was established by Sinai.
We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time instants. This model represents a discrete-time semi-Markovian generalization of the telegraph process. We derive exact formulae for the propagator using generating functions. We prove that for geometrically distributed waiting times in the diffusive limit, this walk converges to the classical telegraph process. We consider the large-time asymptotics of the ex…
We consider a continuous time random walk $X$ in random environment on $\Z^+$ such that its potential can be approximated by the function $V: \R^+\to \R$ given by $V(x)=\sig W(x) -\frac{b}{1-\alf}x^{1-\alf}$ where $\sig W$ a Brownian motion with diffusion coefficient $\sig>0$ and parameters $b$, $\alf$ are such that $b>0$ and $0<\alf<1/2$. We show that $¶$-a.s.\ (where $¶$ is the averaged law) $\lim_{t\to \infty} \frac{X_t}{(C^*(\ln\ln t)^{-1}\ln t)^{\frac{1}{\alf}}}=1$ with $C^*=\frac{2\alf b}{\sig^2(1-2\alf)}$. In fact, we prove that by showing that there is a trap located around $(C^*(\ln\l…
Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been introduced in a series of papers by Chernov and Temkin as a model for DNA chain replication and crystal growth, and also as a model for turbulent behavior in fluids through a Lorentz gas description by Sinai. It is a simple but powerful model for a variety of complex large-scale disordered phenomena arising from fields such as physics, biology and engineering. …
We revisit the problem of estimates of moments of random n-dimensional matrices of Wigner ensemble by using the approach elaborated by Ya. Sinai and A. Soshnikov and further developed by A. Ruzmaikina. Our main subject is given by the structure of closed even walks and their graphs that arise in these studies. We show that the total degree of a vertex of such a graph depends not only on the self-intersections degree of but also on the total number of all non-closed instants of self-intersections of the walk. This result is used to fill the gaps of earlier considerations.
We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the scaling limit of the process is the inverse of an $α$-stable subordinator, which indicates an aging phenomenon, expressed in terms of the generalized arcsine law. In analogy with the case of an i.i.d. random environment studied in details in [Enriquez, Sabot, Zindy, Bull. Soc. Math. 2009; Enriquez, Sabot, Tournier, Zindy, Ann. Appl. Probab. 2013], some `traps' a…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models', where each random walk trajectory representing the configuration of a polymer chain is associated to a global Boltzmann weight. For random walk models, we explain, on the specific examples of the Sinai model and of the trap model, how disorder induces anomalous diffusion, aging behaviours and Golosov localization, and how these properties can be understood v…
We consider trap models on Z^d, namely continuous time Markov jump process on Z^d with embedded chain given by a generic discrete time random walk, and whose mean waiting time at x is given by tau_x, with tau = (tau_x, x in Z^d) a family of positive iid random variables in the basin of attraction of an alpha-stable law, 0<alpha<1. We may think of x as a trap, and tau_x as the depth of the trap at x. We are interested in the trap process, namely the process that associates to time t the depth of the currently visited trap. Our first result is the convergence of the law of that process under sui…
We study a class of random walk, the stored-energy-driven Lévy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the trapping times. It is analytically shown that the ensemble-averaged mean square displacements exhibit subdiffusion as well as superdiffusion, depending on the coupling parameter. We find that time-averaged mean square displacements increase linearly with time and the diffusion coefficients are intrinsically random, a manifestation of {\it distributional ergodi…
Probabilistic models of random walks in random sceneries give rise to examples of probability-preserving dynamical systems. A point in the state spaces consists of a walk-trajectory and a scenery, and its `motion' corresponds to shifting the time-origin. These models were proposed as natural examples of non-Bernoulli K-automorphisms by Adler, Ornstein and Weiss. This was proved in a famous analysis by Kalikow using Ornstein's Very Weak Bernoulli characterization of Bernoulli processes. Since then, various authors have generalized this construction to give other examples, including some smooth …
