{ "id": "math/0508579", "version": "v2", "published": "2005-08-29T18:44:38.000Z", "updated": "2006-03-09T13:28:48.000Z", "title": "Valleys and the maximum local time for random walk in random environment", "authors": [ "Amir Dembo", "Nina Gantert", "Yuval Peres", "Zhan Shi" ], "comment": "30 pages", "categories": [ "math.PR" ], "abstract": "Let $\\xi(n, x)$ be the local time at $x$ for a recurrent one-dimensional random walk in random environment after $n$ steps, and consider the maximum $\\xi^*(n) = \\max_x \\xi(n,x)$. It is known that $\\limsup \\xi^*(n)/n$ is a positive constant a.s. We prove that $\\liminf_n (\\log\\log\\log n)\\xi^*(n)/n$ is a positive constant a.s.; this answers a question of P. R\\'ev\\'esz (1990). The proof is based on an analysis of the {\\em valleys /} in the environment, defined as the potential wells of record depth. In particular, we show that almost surely, at any time $n$ large enough, the random walker has spent almost all of its lifetime in the two deepest valleys of the environment it has encountered. We also prove a uniform exponential tail bound for the ratio of the expected total occupation time of a valley and the expected local time at its bottom.", "revisions": [ { "version": "v2", "updated": "2006-03-09T13:28:48.000Z" } ], "analyses": { "subjects": [ "60K37", "60G50", "60J55", "60F10" ], "keywords": [ "maximum local time", "random environment", "recurrent one-dimensional random walk", "uniform exponential tail bound", "expected total occupation time" ], "note": { "typesetting": "TeX", "pages": 30, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2005math......8579D" } } }