We identify the limit of the internal DLA cluster generated by Sinai's walk as the law of a functional of a brownian motion which turns out to be a new interpretation of the Arcsine law.
On détermine la loi limite du cluster de diffusion à agrégation limitée interne comme celle d'une fonctionnelle du mouvement brownien, qui donne une nouvelle interprétation de la loi de l'Arcsinus.
Keywords: Sinai's walk, internal DLA, random walks in random environments, excursion theory
@article{AIHPB_2010__46_4_991_0,
author = {Enriquez, N. and Lucas, C. and Simenhaus, F.},
title = {The {Arcsine} law as the limit of the internal {DLA} cluster generated by {Sinai's} walk},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {991--1000},
year = {2010},
publisher = {Gauthier-Villars},
volume = {46},
number = {4},
doi = {10.1214/09-AIHP336},
mrnumber = {2744882},
zbl = {1210.82028},
language = {en},
url = {https://www.numdam.org/articles/10.1214/09-AIHP336/}
}
TY - JOUR AU - Enriquez, N. AU - Lucas, C. AU - Simenhaus, F. TI - The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2010 SP - 991 EP - 1000 VL - 46 IS - 4 PB - Gauthier-Villars UR - https://www.numdam.org/articles/10.1214/09-AIHP336/ DO - 10.1214/09-AIHP336 LA - en ID - AIHPB_2010__46_4_991_0 ER -
%0 Journal Article %A Enriquez, N. %A Lucas, C. %A Simenhaus, F. %T The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk %J Annales de l'I.H.P. Probabilités et statistiques %D 2010 %P 991-1000 %V 46 %N 4 %I Gauthier-Villars %U https://www.numdam.org/articles/10.1214/09-AIHP336/ %R 10.1214/09-AIHP336 %G en %F AIHPB_2010__46_4_991_0
Enriquez, N.; Lucas, C.; Simenhaus, F. The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk. Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010) no. 4, pp. 991-1000. doi: 10.1214/09-AIHP336
[1] . Subordinators: Examples and applications. In Lectures on Probability Theory and Statistics (Saint-Flour, 1997). Lecture Notes in Math. 1717 1-91. Springer, Berlin, 1999. | Zbl | MR
[2] and . A growth model, a game, an algebra, Lagrange inversion, and characteristic classes. Rend. Sem. Mat. Univ. Politec. Torino 49 (1993) 95-119. | Zbl | MR
[3] , and . Introduction to Stochastic Processes. Houghton Mifflin, Boston, MA, 1972. | Zbl | MR
[4] , and . Internal diffusion limited aggregation. Ann. Probab. 20 (1992) 2117-2140. | Zbl | MR
[5] . Sur certains processus stochastiques homogènes. Compos. Math. 7 (1939) 283-339. | Zbl | MR | Numdam
[6] and . Aspects of Brownian Motion. Springer, Berlin, 2008. | Zbl | MR
[7] and . Continuous martingales and Brownian Motion, 3rd edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 293. Springer, Berlin, 1999. | Zbl | MR
[8] . The limit behavior of a one-dimensional random walk in a random environment. Teor. Veroyatn. Primen. 27 (1982) 247-258. | Zbl | MR
[9] and . Lectures on Probability Theory and Statistics. Lecture Notes in Math. 1837. Springer, Berlin, 2004. | Zbl | MR
[10] . Local Times and Excursions for Brownian Motion: A Concise Introduction Lecciones en Mathematicas. Universidad Central de Venezuela, Caracas, 1995.
Cité par Sources :






