Random walks in random environments

O Zeitouni - Journal of Physics A: Mathematical and General, 2006 - iopscience.iop.org
Random walks in random environments and their diffusion analogues have been a source
of surprising phenomena and challenging problems, especially in the non-reversible …

[图书][B] Fluctuations in Markov processes: time symmetry and martingale approximation

T Komorowski, C Landim, S Olla - 2012 - books.google.com
The present volume contains the most advanced theories on the martingale approach to
central limit theorems. Using the time symmetry properties of the Markov processes, the …

Quenched invariance principle for simple random walk on percolation clusters

N Berger, M Biskup - Probability theory and related fields, 2007 - Springer
We consider the simple random walk on the (unique) infinite cluster of super-critical bond
percolation in ℤ d with d≥ 2. We prove that, for almost every percolation configuration, the …

Random-walk in beta-distributed random environment

G Barraquand, I Corwin - Probability Theory and Related Fields, 2017 - Springer
We introduce an exactly-solvable model of random walk in random environment that we call
the Beta RWRE. This is a random walk in ZZ which performs nearest neighbour jumps with …

[图书][B] Random walks on disordered media and their scaling limits

T Kumagai - 2014 - Springer
The main theme of these lecture notes is to analyze heat conduction on disordered media
such as fractals and percolation clusters by means of both probabilistic and analytic …

KPZ equation limit of sticky Brownian motion

S Das, H Drillick, S Parekh - Journal of Functional Analysis, 2024 - Elsevier
We consider the motion of a particle under a continuum random environment whose
distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we …

Quenched invariance principle for random walks with time-dependent ergodic degenerate weights

S Andres, A Chiarini, JD Deuschel, M Slowik - The Annals of Probability, 2018 - JSTOR
We study a continuous-time random walk, X, on ℤ d in an environment of dynamic random
conductances taking values in (0,∞). We assume that the law of the conductances is ergodic …

First-passage time for many-particle diffusion in space-time random environments

JB Hass, I Corwin, EI Corwin - Physical Review E, 2024 - APS
The first-passage time for a single diffusing particle has been studied extensively, but the
first-passage time of a system of many diffusing particles, as is often the case in physical …

Random walk on random walks

M Hilário, F Den Hollander, V Sidoravicius… - 2015 - projecteuclid.org
In this paper we study a random walk in a one-dimensional dynamic random environment
consisting of a collection of independent particles performing simple symmetric random …

Anomalous fluctuations of extremes in many-particle diffusion

JB Hass, AN Carroll-Godfrey, I Corwin, EI Corwin - Physical Review E, 2023 - APS
In many-particle diffusions, particles that move the furthest and fastest can play an outsized
role in physical phenomena. A theoretical understanding of the behavior of such extreme …