Persistence of some additive functionals of Sinai's walk

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.

30 pages, 2 figures

References in corpus (2)

• Persistence probabilities \& exponents
• Localization and number of visited valleys for a transient diffusion in random environment

Cited by in corpus (1)

• Localization and number of visited valleys for a transient diffusion in random environment