Random Walks and Branching Processes in Correlated Gaussian Environment

详细信息    查看全文

• 作者：Frank Aurzada ; Alexis Devulder ; Nadine Guillotin-Plantard…
• 关键词：First passage time ; Fractional Gaussian noise ; Long ; range dependence ; Persistence ; Random walk ; Random environment ; Branching process
• 刊名：Journal of Statistical Physics
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：166
• 期：1
• 页码：1-23
• 全文大小：
• 刊物类别：Physics and Astronomy
• 刊物主题：Statistical Physics and Dynamical Systems; Theoretical, Mathematical and Computational Physics; Physical Chemistry; Quantum Physics;
• 出版者：Springer US
• ISSN：1572-9613
• 卷排序：166

文摘

We study persistence probabilities for random walks in correlated Gaussian random environment investigated by Oshanin et al. (Phys Rev Lett, 110:100602, 2013). From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.