113 citations · 1.1k across the 108 of their papers we have counts for
4 papers · 1 filter
Limit theorems for one-dimensional transient random walks in Markov environments
Eddy Mayer-Wolf, Alexander Roitershtein, Ofer Zeitouni
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an ext…
Quenched large deviations for one dimensional nonlinear filtering
E. Pardoux, O. Zeitouni
Consider the standard, one dimensional, nonlinear filtering problem for a diffusion processe observed in small additive white noise. Denote by the density of t…
Random walks in random environments
Ofer Zeitouni
Random walks in random environments (RWRE's) have been a source of surprising phenomena and challenging problems since they began to be studied in the 70's. Hitting times and, more…
Late points for random walks in two dimensions
Amir Dembo, Yuval Peres, Jay Rosen +1
Let denote the time of first visit of a point on the lattice torus by the simple random walk. The size of the se…