Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment

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Abstract

We consider a one-dimensional random walk in random environment in the Sinai's regime. Our main result is that logarithms of the transition probabilities, after a suitable rescaling, converge in distribution as time tends to infinity, to some functional of the Brownian motion. We compute the law of this functional when the initial and final points agree. Also, among other things, we estimate the probability of being at time t at distance at least z from the initial position, when z is larger than ln2t, but still of logarithmic order in time.

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Comets, F., & Popov, S. (2003). Limit law for transition probabilities and moderate deviations for Sinai’s random walk in random environment. Probability Theory and Related Fields, 126(4), 571–609. https://doi.org/10.1007/s00440-003-0273-3

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