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Article Dans Une Revue Stochastic Processes and their Applications Année : 2008

Upper limits of Sinai's walk in random scenery

Résumé

We consider Sinai's walk in i.i.d. random scenery and focus our attention on a conjecture of Révész \cite{r05} concerning the upper limits of Sinai's walk in random scenery when the scenery is bounded from above. A close study of the competition between the concentration property for Sinai's walk and negative values for the scenery enables us to prove that the conjecture is true if the scenery has "thin" negative tails and is false otherwise.
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Dates et versions

hal-00105215 , version 1 (10-10-2006)
hal-00105215 , version 2 (08-11-2007)

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Citer

Olivier Zindy. Upper limits of Sinai's walk in random scenery. Stochastic Processes and their Applications, 2008, 118, pp.981-1003. ⟨hal-00105215v2⟩
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