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math.PR2020
Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
Elena Kosygina, Thomas Mountford, Jonathon Peterson
We consider one-dimensional excited random walks (ERWs) with i.i.d. markovian cookie stacks in the non-boundary recurrent regime. We prove that under diffusive scaling such an ERW…
math.AP2020
Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension
Andrea Davini, Elena Kosygina
We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The resul…