Article ID Journal Published Year Pages File Type
1156318 Stochastic Processes and their Applications 2008 23 Pages PDF
Abstract

We consider Sinai’s walk in i.i.d. random scenery and focus our attention on a conjecture of Révész 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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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