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Workshop

Ballistic random walks in random environment as rough paths

  • Tal Orenshtein (TU Berlin)
E1 05 (Leibniz-Saal)

Abstract

We shall discuss an annealed functional CLT for ballistic RWRE in $(1/2)^-$-Hoelder rough path topology. An interesting phenomenon appears: the scaling limit of the area process is not only the Stratonovich Levy area but there is an addition of a linear term called the area anomaly. Moreover, the latter is identified in terms of the walk on a regeneration interval and naturally provides an extra information on the limiting process in case the correction is non-zero. Our result holds more generally, namely for any discrete process with bounded jumps which has a regular enough regenerative structure. This is a joint work with Olga Lopusanschi.

Katja Heid

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Peter Friz

Technische Universität Berlin