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On the concentration of Sinai’s walk
Authors:Pierre Andreoletti
Institution:Université Aix-Marseille II, Faculté des sciences de Luminy, C.P.T. case 907, 13288 Marseille cedex 09, France
Abstract:We consider Sinai’s random walk in a random environment. We prove that for an interval of time 1,n]1,n] Sinai’s walk sojourns in a small neighborhood of the point of localization for the quasi-totality of this amount of time. Moreover the local time at the point of localization normalized by nn converges in probability to a well defined random variable of the environment. From these results we get applications to the favorite sites of the walk and to the maximum of the local time.
Keywords:60G50  60J55
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