Oberseminar Wahrscheinlichkeitstheorie

Joint research seminar of LMU and TUM in Probability Theory

Students and guests welcome.

Organizers: Noam Berger (TUM), Nina Gantert (TUM), Konstantinos Panagiotou (LMU), Markus Heydenreich (LMU), Sabine Jansen (LMU), Franz Merkl (LMU), Silke Rolles (TUM)

Upcoming talks:

Mon 3 Nov 2025, 16:30: Francoise Pène
Iterated random walks in random sceneries

We introduce a model of random walks on Z^3 with random orientations of lines. This model can be seen as a 3D-version of a model of diffusion in inhomogeneous porous medium that has been introduced by Matheron and de Marsily. This 3D-model is related to the new process of iterated random walk in random sceneries (PAPAPA in french). We establish a joint limit theorem for the random walk (PA in french), the random walk in random sceneries (PAPA in french), and the iterated random walk (PAPAPA). This result is a joint work with Nadine Guillotin-Plantard and Frédérique Watbled. We will explain the relation between this work and previous developments for random walks in random sceneries. We will also present a conjecture about iterated random walks of higher order, and discuss about the difficulties to establish this conjecture.