Shi Zhan

most citedModerate deviations for diffusions with Brownian potentials

20 citations · 21 across the 2 of their papers we have counts for

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math.PR2005★ 1 cited

Valleys and the maximum local time for random walk in random environment

Amir Dembo, Nina Gantert, Yuval Peres +1

Let $ξ (n, x)$ be the local time at $x$ for a recurrent one-dimensional random walk in random environment after $n$ steps, and consider the maximum $ξ^{*} (n) = max_{x} ξ (n, x)$ . It is k…

math.PR2005★ 20 cited

Moderate deviations for diffusions with Brownian potentials

Yueyun Hu, Zhan Shi

We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine…

math.PR2004

Annealed deviations of random walk in random scenery

Nina Gantert, Wolfgang König, Zhan Shi

Let $(Z_{n})_{n \in N}$ be a $d$ -dimensional {\it random walk in random scenery}, i.e., $Z_{n} = \sum_{k = 0}^{n - 1} Y (S_{k})$ with $(S_{k})_{k \in N_{0}}$ a random walk in $Z^{d}$ and $(Y(z))_{z\in\…