Moderate deviations for diffusions with Brownian potentials

We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and Lamperti's representation for exponential functionals. In particular, our result for quenched moderate deviations is in agreement with a recent theorem of Comets and Popov [Probab. Theory Related Fields 126 (2003) 571-609] who studied the corresponding problem for Sinai's random walk in random environment.Comment: Published at http://dx.doi.org/10.1214/009117904000000829 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

The slow regime of randomly biased walks on trees

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of magnitude $(\log n)^3$ in the first $n$ steps. We study the localization problem of $X_n$ and prove that the quenched law of $X_n$ can be approximated by a certain invariant probability depending on $n$ and the random environment. As a consequence, we establish that upon the survival of the system, $\frac{|X_n|}{(\log n)^2}$ converges in law to some non-degenerate limit on $(0, \infty)$ whose law is explicitly computed.Comment: 43 pages. We added a recent work by Jim Pitman ([38]) for the limiting la