Mathematics – Probability
Scientific paper
2006-06-15
Annals of Probability 2007, Vol. 35, No. 3, 1118-1140
Mathematics
Probability
Published at http://dx.doi.org/10.1214/009117906000000863 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins
Scientific paper
10.1214/009117906000000863
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 Erd\H{o}s and R\'{e}v\'{e}sz [Mathematical Structures--Computational Mathematics--Mathematical Modelling 2 (1984) 152--157], originally formulated for the usual homogeneous random walk.
Shi Zhengwei
Zindy Olivier
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