Probability Seminar: Jeff Steif

The T T-inverse process or equivalently "random walk in random scenery" is a family of stationary processes that exhibits an amazing amount of behavior. Each random walk yields such a process and as you vary the random walk, you obtain essentially all possible ergodic theoretic behaviors. There is also a phase transition that arises which we can only partially prove. I will give an overview of this area which contains work both old and (somewhat) new.

This work is done jointly with a number of people including Frank den Hollander, Mike Keane and Sebastien Blachere.