Ofer Zeitouni
Consider a walker on a discrete lattice, that moves to neighboring sites
with probabilities that depend on the site and the neighbor. Suppose these
transition probabilities are themselves random, but fixed. Is it true that
if the walker drifts away with nonzero velocity, it does so always in the
same direction? (the answer is, in general, no, at least in dimension 3 or
larger). And what if the transition probabilities are independent between
sites? (I'd love to know the general answer to that!)
I am a probabilist, with recent interests in motion in random media, and, increasingly, in random matrices. Earlier, I was interested in the theory of large deviations and its applications, and in nonlinear filtering theory. My background is in electrical engineering, and I often return there as inspiration for new questions and applications.
Recent Publications
- [with E. Bolthausen] Multiscale analysis of exit distributions for random walks in random environments. Prob. Theor. Rel. Fields 138 (2007) 581-645.
- [with A.-S. Sznitman] An Invariance Principle for Isotropic Diffusions in Random Environment. Invent. Math. 164 (2006) 455-567.
- [with G.W. Anderson] A CLT for a band matrix model. Prob. Theory Rel. Fields 134 (2005) 283-338.
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