Nous considérons des marches aléatoires dans un environnement Gibbsien fortement mélangeant dans , . A l’aide d’arguments de renouvellement, nous donnons d’abord une preuve alternative de la loi conditionnelle des grands nombres de Rassoul-Agha (Electron. Commun. Probab. 10 (2005) 36-44) pour des environnements mélangeants. Ensuite, par des méthodes de couplage, nous montrons qu’il existe au plus une vitesse limite non nulle en grande dimension ().
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 ().
Mots-clés : random walks, random environment, mixing, limiting speed, conditional law of large numbers
@article{AIHPB_2014__50_2_375_0, author = {Guo, Xiaoqin}, title = {On the limiting velocity of random walks in mixing random environment}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {375--402}, publisher = {Gauthier-Villars}, volume = {50}, number = {2}, year = {2014}, doi = {10.1214/12-AIHP534}, mrnumber = {3189076}, zbl = {1291.60211}, language = {en}, url = {http://www.numdam.org/articles/10.1214/12-AIHP534/} }
TY - JOUR AU - Guo, Xiaoqin TI - On the limiting velocity of random walks in mixing random environment JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2014 SP - 375 EP - 402 VL - 50 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/12-AIHP534/ DO - 10.1214/12-AIHP534 LA - en ID - AIHPB_2014__50_2_375_0 ER -
%0 Journal Article %A Guo, Xiaoqin %T On the limiting velocity of random walks in mixing random environment %J Annales de l'I.H.P. Probabilités et statistiques %D 2014 %P 375-402 %V 50 %N 2 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/12-AIHP534/ %R 10.1214/12-AIHP534 %G en %F AIHPB_2014__50_2_375_0
Guo, Xiaoqin. On the limiting velocity of random walks in mixing random environment. Annales de l'I.H.P. Probabilités et statistiques, Tome 50 (2014) no. 2, pp. 375-402. doi : 10.1214/12-AIHP534. http://www.numdam.org/articles/10.1214/12-AIHP534/
[1] Limiting velocity of high-dimensional random walk in random environment. Ann. Probab. 36 (2008) 728-738. | MR | Zbl
.[2] A law of large numbers for random walks in random mixing environments. Ann. Probab. 32 (2004) 880-914. | MR | Zbl
and .[3] Gaussian fluctuations for random walks in random mixing environments. Probability in mathematics. Israel J. Math. 148 (2005) 87-113. | MR | Zbl
and .[4] Completely analytical Gibbs fields. In Statistical Physics and Dynamical Systems (Köszeg, 1984) 371-403. Progr. Phys. 10. Birkhäuser, Boston, MA, 1985. | MR | Zbl
and .[5] Limit velocity and zero-one laws for diffusions in random environment. Ann. Appl. Probab. 16 (2006) 1086-1123. | MR | Zbl
.[6] The point of view of the particle on the law of large numbers for random walks in a mixing random environment. Ann. Probab. 31 (2003) 1441-1463. | MR | Zbl
.[7] Large deviations for random walks in a mixing random environment and other (non-Markov) random walks. Comm. Pure Appl. Math. 57 (2004) 1178-1196. | MR | Zbl
.[8] On the zero-one law and the law of large numbers for random walk in mixing random environment. Electron. Commun. Probab. 10 (2005) 36-44. | MR | Zbl
.[9] Coupling, Stationarity, and Regeneration. Probability and Its Applications (New York). Springer, New York, 2000. | MR | Zbl
.[10] Random walks in a random environment. Ann. Probab. 3 (1975) 1-31. | MR | Zbl
.[11] A law of large numbers for random walks in random environment. Ann. Probab. 27 (1999) 1851-1869. | MR | Zbl
and .[12] Random walks in random environment. In Lectures on Probability Theory and Statistics 189-312. Lecture Notes in Math. 1837. Springer, Berlin, 2004. | MR | Zbl
.[13] A non-ballistic law of large numbers for random walks in i.i.d. random environment. Electron. Commun. Probab. 7 (2002) 191-197. | MR | Zbl
.[14] A zero-one law for planar random walks in random environment. Ann. Probab. 29 (2001) 1716-1732. | MR | Zbl
and .Cité par Sources :