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A self-similar process arising from a random walk with random environment in random scenery
birth–death process random environment random scenery random walk self-similar process
2011/3/24
In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion ...
A Condition for Weak Disorder for Directed Polymers in Random Environment
Directed polymer in random environment weak disorder size-biasing
2009/4/28
We give a sufficient criterion for the weak disorder regime of directed polymers in random environment, which extends a well-known second moment criterion. We use a stochastic representation of the si...