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A long-time tail for random walk in random scenery
Authors:F den Hollander  J Naudts  P Scheunders
Institution:(1) Mathematical Institute, University of Utrecht, NL-3508 TA Utrecht, The Netherlands;(2) Department of Physics, Antwerpen University, B-2610 Antwerpen, Belgium
Abstract:Consider a simple random walk on Zopf d whose sites are colored black or white independently with probabilityq, resp. 1–q. Walk and coloring are independent. Letn k be the number of steps by the walk between itskth and (k+1) th visits to a black site (i.e., the length of itskth white run), and letDelta k =E(n k )–q –1. Our main result is a proof that (*) lim k rarr infin k d/2 Delta k = (1 –q)q d/2 – 2(d/2pgr) d/2. Since it is known thatq – 1 Delta k =E(n 1 n k + 1 midB) –E(n 1 midB)E(n k + 1 midB), withB the event that the origin is black, (*) exhibits a long-time tail in the run length autocorrelation function. Numerical calculations ofDelta k (1leskles100) ind=1, 2, and 3 show that there is an oscillatory behavior ofDelta k for smallk. This damps exponentially fast, following which the power law sets in fairly rapidly. We prove that if the coloring is not independent, but is convex in the sense of FKG, then the decay ofDelta k cannot be faster than (*).
Keywords:Random walk in random scenery  interarrival times  run length autocorrelation function  long-time tail  FKG inequality  local times
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