Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the ‘area anomaly', i.e. a deterministic linear correction for the second level iterated integral of the rescaled path, is identified in terms of a stochastic area on a regeneration interval. The main theorem is formulated in more general settings, namely for any discrete process with uniformly bounded increments which admits a regeneration structure where the regeneration times have finite moments. Here the largest finite moment translates into the degree of regularity of the rough path topology. In particular, the convergence holds in the α-Hölder rough path topology for all α < 1/2 whenever all moments are finite, which is the case for the class of ballistic random walks in random environment. The latter may be compared to a special class of random walks in Dirichlet environments for which the regularity α < 1/2 is bounded away from 1/2, explicitly in terms of the corresponding trap parameter.

Lopusanschi, O., Orenshtein, T. (2021). Ballistic random walks in random environment as rough paths: convergence and area anomaly. ALEA, 18(1), 945-962 [10.30757/ALEA.v18-34].

Ballistic random walks in random environment as rough paths: convergence and area anomaly

Orenshtein T.
2021

Abstract

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the ‘area anomaly', i.e. a deterministic linear correction for the second level iterated integral of the rescaled path, is identified in terms of a stochastic area on a regeneration interval. The main theorem is formulated in more general settings, namely for any discrete process with uniformly bounded increments which admits a regeneration structure where the regeneration times have finite moments. Here the largest finite moment translates into the degree of regularity of the rough path topology. In particular, the convergence holds in the α-Hölder rough path topology for all α < 1/2 whenever all moments are finite, which is the case for the class of ballistic random walks in random environment. The latter may be compared to a special class of random walks in Dirichlet environments for which the regularity α < 1/2 is bounded away from 1/2, explicitly in terms of the corresponding trap parameter.
Articolo in rivista - Articolo scientifico
annealed invariance principles; area anomaly; ballisticity conditions; Levy area; random walks in random environment; regeneration structure; rough paths;
English
945
962
18
Lopusanschi, O., Orenshtein, T. (2021). Ballistic random walks in random environment as rough paths: convergence and area anomaly. ALEA, 18(1), 945-962 [10.30757/ALEA.v18-34].
Lopusanschi, O; Orenshtein, T
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/362320
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