Random-walk in Beta-distributed random environment

被引:56
|
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.
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页码:1057 / 1116
页数:60
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