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1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires 2 Institut für Mathematik Zürich

Abstract : Starting from the simple symmetric random walk $\{ S n \} n$, we introduce a new process whose path measure is weighted by a factor $\exp\left \lambda \sum {n=1}^N \left\omega n +h ight \sign \left S n ight ight$, with $\lambda , h \ge 0$, $\{ \omega n \} n $ a typical realization of an IID process and $N$ a positive integer. We are looking for results in the large $N$ limit. This factor favors $S n>0$ if $\omega n >0$ and $S n



Autor: Giambattista Giacomin - Fabio Lucio Toninelli -

Fuente: https://hal.archives-ouvertes.fr/



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