Random-walk in Beta-distributed random environment

被引:63
作者
Barraquand, Guillaume [1 ,2 ]
Corwin, Ivan [1 ,3 ,4 ]
机构
[1] Columbia Univ, Dept Math, 2990 Broadway, New York, NY 10027 USA
[2] Univ Paris Diderot Paris 7, UMR CNRS 7599, Lab Probabilites & Modeles Aleatoires, UFR Math, Paris, France
[3] Clay Math Inst, 10 Mem Blvd Suite 902, Providence, RI 02903 USA
[4] Inst Poincare, 11 Rue Pierre & Marie Curie, Paris, France
关键词
FREE-ENERGY FLUCTUATIONS; TRACY-WIDOM ASYMPTOTICS; CENTRAL-LIMIT-THEOREM; DIRECTED POLYMER;
D O I
10.1007/s00440-016-0699-z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in which performs nearest neighbour jumps with transition probabilities drawn according to the Beta distribution. We also describe a related directed polymer model, which is a limit of the q-Hahn interacting particle system. Using a Fredholm determinant representation for the quenched probability distribution function of the walker's position, we are able to prove second order cube-root scale corrections to the large deviation principle satisfied by the walker's position, with convergence to the Tracy-Widom distribution. We also show that this limit theorem can be interpreted in terms of the maximum of strongly correlated random variables: the positions of independent walkers in the same environment. The zero-temperature counterpart of the Beta RWRE can be studied in a parallel way. We also prove a Tracy-Widom limit theorem for this model.
引用
收藏
页码:1057 / 1116
页数:60
相关论文
共 38 条
[1]   Probability Distribution of the Free Energy of the Continuum Directed Random Polymer in 1+1 Dimensions [J].
Amir, Gideon ;
Corwin, Ivan ;
Quastel, Jeremy .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2011, 64 (04) :466-537
[2]  
[Anonymous], 1987, ASYMPTOTIC THEORY EX
[3]  
Barraquand G., 2015, ANN APPL PR IN PRESS
[4]   A phase transition for q-TASEP with a few slower particles [J].
Barraquand, Guillaume .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (07) :2674-2699
[5]   The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment [J].
Bérard, J .
JOURNAL OF APPLIED PROBABILITY, 2004, 41 (01) :83-92
[6]  
Borodin A., 2014, DUKE MATH J IN PRESS
[7]   Spectral theory for the q-Boson particle system [J].
Borodin, Alexei ;
Corwin, Ivan ;
Petrov, Leonid ;
Sasamoto, Tomohiro .
COMPOSITIO MATHEMATICA, 2015, 151 (01) :1-67
[8]   Discrete Time q-TASEPs [J].
Borodin, Alexei ;
Corwin, Ivan .
INTERNATIONAL MATHEMATICS RESEARCH NOTICES, 2015, 2015 (02) :499-537
[9]   FROM DUALITY TO DETERMINANTS FOR q-TASEP AND ASEP [J].
Borodin, Alexei ;
Corwin, Ivan ;
Sasamoto, Tomohiro .
ANNALS OF PROBABILITY, 2014, 42 (06) :2314-2382
[10]   Free Energy Fluctuations for Directed Polymers in Random Media in 1 C 1 Dimension [J].
Borodin, Alexei ;
Corwin, Ivan ;
Ferrari, Patrik .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2014, 67 (07) :1129-1214