메뉴 건너뛰기




Volumn 76, Issue 2, 1998, Pages 231-250

A local time curiosity in random environment

Author keywords

60J15; 60J55; Brox's diffusion with Brownian potential; Local time; Sinai's random walk in random environment

Indexed keywords


EID: 0008901257     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00036-2     Document Type: Article
Times cited : (28)

References (35)
  • 2
    • 84968476146 scopus 로고
    • The integral of symmetric unimodular functions over a symmetric convex set and some probability inequalities
    • Anderson T.W. The integral of symmetric unimodular functions over a symmetric convex set and some probability inequalities. Proc. Amer. Math. Soc. 6:1955;170-176.
    • (1955) Proc. Amer. Math. Soc. , vol.6 , pp. 170-176
    • Anderson, T.W.1
  • 3
    • 38249002282 scopus 로고
    • Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
    • Bertoin J. Splitting at the infimum and excursions in half-lines for random walks and Lévy processes. Stochastic Process. Appl. 47:1993;17-35.
    • (1993) Stochastic Process. Appl. , vol.47 , pp. 17-35
    • Bertoin, J.1
  • 4
    • 0001511096 scopus 로고
    • A one-dimensional diffusion process in a Wiener medium
    • Brox T. A one-dimensional diffusion process in a Wiener medium. Ann. Probab. 14:1986;1206-1218.
    • (1986) Ann. Probab. , vol.14 , pp. 1206-1218
    • Brox, T.1
  • 5
    • 0031319632 scopus 로고    scopus 로고
    • The mean velocity of a Brownian motion in a random Lévy potential.
    • Carmona P. The mean velocity of a Brownian motion in a random Lévy potential. Ann. Probab. 25:1997;1774-1788.
    • (1997) Ann. Probab. , vol.25 , pp. 1774-1788
    • Carmona, P.1
  • 6
    • 0032237647 scopus 로고    scopus 로고
    • Lyapunov functions for random walks and strings in random environment
    • to appear
    • Comets, F., Menshikov, M.V., Popov, S.Yu., 1998. Lyapunov functions for random walks and strings in random environment. Ann. Probab., to appear.
    • (1998) Ann. Probab.
    • Comets, F.1    Menshikov, M.V.2    Popov, S.yu.3
  • 7
    • 0041117303 scopus 로고
    • Stability and instability of local time of random walk in random environment
    • Csörgo M., Horváth L., Révész P. Stability and instability of local time of random walk in random environment. Stochastic Process. Appl. 25:1987;185-202.
    • (1987) Stochastic Process. Appl. , vol.25 , pp. 185-202
    • Csörgo, M.1    Horváth, L.2    Révész, P.3
  • 9
    • 0041117305 scopus 로고
    • Simple random walk on the line in random environment
    • Deheuvels P., Révész P. Simple random walk on the line in random environment. Probab. Theory Related Fields. 72:1986;215-230.
    • (1986) Probab. Theory Related Fields , vol.72 , pp. 215-230
    • Deheuvels, P.1    Révész, P.2
  • 10
    • 0000661150 scopus 로고    scopus 로고
    • Tail estimates for one-dimensional random walk in random environment
    • Dembo A., Peres Y., Zeitouni O. Tail estimates for one-dimensional random walk in random environment. Comm. Math. Phys. 181:1996;667-683.
    • (1996) Comm. Math. Phys. , vol.181 , pp. 667-683
    • Dembo, A.1    Peres, Y.2    Zeitouni, O.3
  • 12
    • 0040523198 scopus 로고
    • On the infimum of the local time of a Wiener process
    • Földes A. On the infimum of the local time of a Wiener process. Probab. Theory Related Fields. 82:1989;545-563.
    • (1989) Probab. Theory Related Fields , vol.82 , pp. 545-563
    • Földes, A.1
  • 14
    • 84956260452 scopus 로고
    • On limiting distributions for a random walk in a critical one-dimensional random environment
    • Golosov A.O. On limiting distributions for a random walk in a critical one-dimensional random environment. Russian Math. Surveys. 41:1986;199-200.
    • (1986) Russian Math. Surveys , vol.41 , pp. 199-200
    • Golosov, A.O.1
  • 15
    • 0000049335 scopus 로고
    • Large deviations for a random walk in random environment
    • Greven A., Hollander F. Large deviations for a random walk in random environment. Ann. Probab. 22:1994;1381-1428.
    • (1994) Ann. Probab. , vol.22 , pp. 1381-1428
    • Greven, A.1    Hollander, F.2
  • 16
    • 0032373191 scopus 로고    scopus 로고
    • The local time of simple random walk in random environment
    • to appear.
    • Hu, Y., Shi, Z., 1998a. The local time of simple random walk in random environment. J. Theoret. Probab., to appear.
    • (1998) J. Theoret. Probab.
    • Hu, Y.1    Shi, Z.2
  • 17
    • 0032251983 scopus 로고    scopus 로고
    • The limits of Sinai's simple random walk in random environment
    • to appear
    • Hu, Y., Shi, Z., 1998b. The limits of Sinai's simple random walk in random environment. Ann. Probab., to appear.
    • (1998) Ann. Probab.
    • Hu, Y.1    Shi, Z.2
  • 19
    • 33344475302 scopus 로고    scopus 로고
    • A diffusion process in a Brownian environment with drift
    • Kawazu K., Tanaka H. A diffusion process in a Brownian environment with drift. J. Math. Soc. Japan. 49:1997;189-211.
    • (1997) J. Math. Soc. Japan , vol.49 , pp. 189-211
    • Kawazu, K.1    Tanaka, H.2
  • 20
    • 0001425070 scopus 로고
    • The limit distribution of Sinai's random walk in random environment
    • Kesten H. The limit distribution of Sinai's random walk in random environment. Physica. 138A:1986;299-309.
    • (1986) Physica , vol.138 , pp. 299-309
    • Kesten, H.1
  • 21
    • 0001607534 scopus 로고
    • A limit law for random walk in a random environment
    • Kesten H., Kozlov M.V., Spitzer F. A limit law for random walk in a random environment. Compositio Math. 30:1975;145-168.
    • (1975) Compositio Math. , vol.30 , pp. 145-168
    • Kesten, H.1    Kozlov, M.V.2    Spitzer, F.3
  • 22
    • 0011525850 scopus 로고
    • Local variation of diffusion in local time
    • Knight F.B. Local variation of diffusion in local time. Ann. Probab. 1:1973;1026-1034.
    • (1973) Ann. Probab. , vol.1 , pp. 1026-1034
    • Knight, F.B.1
  • 24
    • 0009985994 scopus 로고
    • Sur la mesure de Hausdorff de la courbe brownienne
    • In: Azéma, J. et al. (Eds.) Springer, Berlin
    • Le Gall, J.-F., 1985. Sur la mesure de Hausdorff de la courbe brownienne. In: Azéma, J. et al. (Eds.), Sém. Probab. XIX. Lect. Notes Math., vol. 1123. Springer, Berlin, pp. 297-313.
    • (1985) Sém. Probab. XIX. Lect. Notes Math. , vol.1123 , pp. 297-313
    • Le Gall, J.-F.1
  • 26
    • 0039930370 scopus 로고
    • Local time and invariance
    • In: Dugué, D. et al. (Eds.) Springer, Berlin
    • Révész, P., 1981. Local time and invariance. In: Dugué, D. et al. (Eds.), Analytical Methods in Probability Theory. Lect. Notes Math., vol. 862. Springer, Berlin, pp. 128-145.
    • (1981) Analytical Methods in Probability Theory. Lect. Notes Math. , vol.862 , pp. 128-145
    • Révész, P.1
  • 27
    • 0041117306 scopus 로고
    • In random environment the local time can be very big
    • Révész, P., 1988. In random environment the local time can be very big. Astérisque 157-158, 321-339.
    • (1988) Astérisque , vol.157-158 , pp. 321-339
    • Révész, P.1
  • 30
    • 0010825167 scopus 로고
    • Diffusions with random coefficients
    • Schumacher S. Diffusions with random coefficients. Contemp. Math. 41:1985;351-356.
    • (1985) Contemp. Math. , vol.41 , pp. 351-356
    • Schumacher, S.1
  • 31
    • 0002633818 scopus 로고
    • The limiting behavior of a one-dimensional random walk in a random medium
    • Sinai Ya.G. The limiting behavior of a one-dimensional random walk in a random medium. Theory Probab. Appl. 27:1982;256-268.
    • (1982) Theory Probab. Appl. , vol.27 , pp. 256-268
    • Sinai, Ya.g.1
  • 32
    • 0002967245 scopus 로고
    • Random walks in a random environment
    • Solomon F. Random walks in a random environment. Ann. Probab. 3:1975;1-31.
    • (1975) Ann. Probab. , vol.3 , pp. 1-31
    • Solomon, F.1
  • 33
    • 84972502584 scopus 로고
    • Time reversal of random walks in one-dimension
    • Tanaka H. Time reversal of random walks in one-dimension. Tokyo J. Math. 12:1989;159-174.
    • (1989) Tokyo J. Math. , vol.12 , pp. 159-174
    • Tanaka, H.1
  • 34
    • 0009226742 scopus 로고
    • Diffusion processes in random environments
    • In: Chatterji, S.D. (Ed.) Birkhäuser, Basel
    • Tanaka, H., 1995. Diffusion processes in random environments. In: Chatterji, S.D. (Ed.), Proc. ICM. Birkhäuser, Basel, 1047-1054.
    • (1995) Proc. ICM. , pp. 1047-1054
    • Tanaka, H.1
  • 35
    • 33749017547 scopus 로고
    • Path decomposition and continuity of local time for one-dimensional diffusions
    • Williams D. Path decomposition and continuity of local time for one-dimensional diffusions. I. Proc. London Math. Soc. 28:1974;738-768.
    • (1974) I. Proc. London Math. Soc. , vol.28 , pp. 738-768
    • Williams, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.