The limits of Sinai's simple random walk in random environment

• 成果类型: Article
• 署名作者: Hu, YY; Shi, Z
• 署名单位: Sorbonne Universite; Sorbonne Universite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1998
• 页码: 1477-1521
• 关键词: diffusion process

摘要

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 Levy classes, therefore providing a very precise image of the almost sure asymptotic behaviors of these processes.