We study the sample path asymptotics of a class of recurrent
diffusion processes with random potentials, including examples of
Sinai’s simple random walk in random environment and Brox’s
diffusion process with Brownian potential. The main results consist of several
integral criteria which completely characterize all the possible Lévy
classes, therefore providing a very precise image of the almost sure asymptotic
behaviors of these processes.
Publié le : 1998-10-14
Classification:
Random environment,
integral test,
Lévy's class,
60J60,
60J15,
60F15
@article{1022855871,
author = {Hu, Yueyun and Shi, Zhan},
title = {The limits of Sinai's simple random walk in random
environment},
journal = {Ann. Probab.},
volume = {26},
number = {1},
year = {1998},
pages = { 1477-1521},
language = {en},
url = {http://dml.mathdoc.fr/item/1022855871}
}
Hu, Yueyun; Shi, Zhan. The limits of Sinai's simple random walk in random
environment. Ann. Probab., Tome 26 (1998) no. 1, pp. 1477-1521. http://gdmltest.u-ga.fr/item/1022855871/