A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles

Citation
Poisat Julien et Simenhaus François, A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles, Annals of applied probability , 30(5), 2020, pp. 2030-2068
ISSN journal
10505164
Volume
30
Issue
5
Year of publication
2020
Pages
2030 - 2068
Database
ACNP
SICI code
Abstract
We consider a one-dimensional simple random walk surviving among a field of static soft obstacles: each time it meets an obstacle the walk is killed with probability 1.e.., where . is a positive and fixed parameter. The positions of the obstacles are sampled independently from the walk and according to a renewal process. The increments between consecutive obstacles, or gaps, are assumed to have a power-law decaying tail with exponent .>0. We prove convergence in law for the properly rescaled logarithm of the quenched survival probability as time goes to infinity. The normalization exponent is ./(.+2), while the limiting law writes as a variational formula with both universal and nonuniversal features. The latter involves (i) a Poisson point process that emerges as the universal scaling limit of the properly rescaled gaps and (ii) a function of the parameter . that we call asymptotic cost of crossing per obstacle and that may, in principle, depend on the details of the gap distribution. Our proof suggests a confinement strategy of the walk in a single large gap. This model may also be seen as a (1+1)-directed polymer among many repulsive interfaces, in which case . corresponds to the strength of repulsion, the survival probability to the partition function and its logarithm to the finite-volume free energy.