Title of article :
Scaling exponents of random walks in random sceneries
Author/Authors :
Piau، نويسنده , , Didier، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
23
From page :
3
To page :
25
Abstract :
We compute the exact asymptotic normalizations of random walks in random sceneries, for various null recurrent random walks to the nearest neighbours, and for i.i.d., centered and square integrable random sceneries. In each case, the standard deviation grows like nα with α∈[12;1]. Here, the value of the exponent α is determined by the sole geometry of the underlying graph, as opposed to previous examples, where this value reflected mainly the integrability properties of the steps of the walk, or of the scenery. For discrete Bessel processes of dimension d∈[0;2[, the exponent is α=max{1−d/2,34}. For the simple walk on some specific graphs, whose volume grows like nd for d∈[1;2[, the exponent is α=1−d/4. We build a null recurrent walk, for which α=12 without logarithmic correction. Last, for the simple walk on a critical Galton–Watson tree, conditioned by its nonextinction, the annealed exponent is α=23. In that setting and when the scenery is i.i.d. by levels, the same result holds with α=56.
Keywords :
Random walks in random scenery , Galton–Watson trees , self-similar processes , Random walks in random environment
Journal title :
Stochastic Processes and their Applications
Serial Year :
2002
Journal title :
Stochastic Processes and their Applications
Record number :
1576955
Link To Document :
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