pith. sign in

arxiv: 1402.2267 · v2 · pith:TB6ZVPFOnew · submitted 2014-02-10 · 🧮 math.PR

Persistence of some additive functionals of Sinai's walk

classification 🧮 math.PR
keywords sinaiwalkfracpersistencesqrtadditiveannealedappears
0
0 comments X
read the original abstract

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 two-sided Brownian motion.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.