Recent years have seen progress in the analysis of the heat kernel for certain reversible random walks in random environments. In particular the work of Barlow(2004) showed that the heat kernel for the random walk on the infinite component of supercritical bond percolation behaves in a Gaussian fashion. This heat kernel control was then used to prove a quenched functional central limit theorem. Following this work several examples have been analysed with anomalous heat kernel behaviour and, in some cases, anomalous scaling limits. We begin by generalizing the first result - looking for sufficient conditions on the geometry of the environment that ensure standard heat kernel upper bounds hold. We prove that these conditions are satisfied with probability one in the case of the random walk on continuum percolation and use the heat kernel bounds to prove an invariance principle. The random walk on dynamic environment is then considered. It is proven that if the environment evolves ergodically and is, in a certain sense, geometrically d-dimensional then standard on diagonal heat kernel bounds hold. Anomalous lower bounds on the heat kernel are also proven - in particular the random conductance model is shown to be "more anomalous" in the dynamic case than the static. Finally, the reflected random walk amongst random conductances is considered. It is shown in one dimension that under the usual scaling, this walk converges to reflected Brownian motion.

Cette thèse s'intéresse à deux modèles de processus auto intéagissant étroitement reliés: le processus de sauts renforcé par sites (VRJP) et la marche aléatoire renforcée par arêtes (ERRW). Nous étudions aussi les liens entre ces processus et un opérateur de Schrödinger aléatoire. Dans le chapitre 3, nous montrons que le VRJP est le seul processus satisfaisant la propriété d'échangeabilité partielle et tel que la probabilité de transition ne dépende que du temps local des voisins, sous quelques conditions techniques. Le chapitre 4 donne la transition de phase entre vitesse positive et vitesse nulle pour un VRJP transitoire sur un arbre de Galton Watson, utilisant le fait que sur un arbre, le VRJP est une marche aléatoire en milieu aléatoire. Dans le chapitre 5, une nouvelle famille exponentielle de loi est introduite et ses liens avec le VRJP sont étudiés. En particulier, nous donnons une preuve de la formule de Coppersmith et Diaconis, n'utilisant que des calculs élémentaires. Finalement, dans le chapitre 6 nous étudions la représentation du VRJP comme mélange de processus de Markov sur les graphes infinis. Nous représentons le VRJP à l'aide de la fonction de Green et d'une fonction propre généralisée d'un opérateur de Schrödinger aléatoire associé au VRJP. En conséquence, nous obtenons un principe d'invariance pour le VRJP quand le renforcement est suffisamment faible, ainsi que la récurrence du ERRW sur ℤ2 pour toute valeurs initiales des paramètres / This thesis is dedicated to the study of two closely related self-interacting processes: the vertex reinforced jump process (VRJP) and the edge reinforced random walk (ERRW). We also study the relations between these processes and a random Schrödinger operator. In Chapter 3, we prove that the VRJP is the only partially exchangeable process whose transition probability depends only on neighbor local times, under some technical conditions. Chapter 4 gives the phase transition between positive speed and null speed of a transient VRJP on a Galton Watson tree, using a representation of random walk in independent random environment. In Chapter 5, we introduce a new exponential family of probability distributions generalizing the Inverse Gaussian distribution, and we show some of its relations to the VRJP. In particular, we give an elementary proof of the formula of Coppersmith and Diaconis. Finally, we show in Chapter 6 that the VRJP on infinite graph is a mixture of Markov jump processes, by constructing the random environment using the Green function and a generalized eigenfunction related to a random Schrödinger operator associated with the VRJP. As a consequence, we obtain a central limit theorem when the reinforcement is weak enough, and also the recurrence of ERRW on ℤ2 for any initial constant weights

<p>This dissertation includes my research works during Ph.D. career about three different kinds of random walks in (dynamical) random environments. It includes my two published papers “Functional weak limit of random walks in cooling random environments” which has been published in electronic communications in probability in 2020, and “Variable speed symmetric random walk driven by the simple symmetric exclusion process” which is the joint work with Peterson and Menezes and has been published in electronic journals of probability in 2021. This dissertation also includes my two other projects, one is the joint work with Janjigian and Emrah about moderate deviation and exit time estimates in integrable directed polymer models. The other one is the joint work with Peterson and Conrado that extends the weak limit of random walks in cooling randon environments with underlying environment is in the transient case.</p>

Nous nous penchons sur les fluctuations des marches dans plusieurs modèles de marches aléatoires en milieux aléatoires. En particulier, le résultat principal de ce mémoire est de prouver qu'il existe un théorème central limite trempé pour la marche aléatoire sur un arbre de Galton-Watson infini avec feuilles équipé de biais aléatoires plus grand que 1. Un tel théorème a été prouvé dans le cas où le biais est constant dans [1]; il s'agit donc de généraliser ce théorème. / We examine the fluctuations of walks in multiple models of random walks in random environments. In particular, the primary result of this dissertation is to prove there exists a quenched central limit theorem for the random on an infinite Galton-Watson tree with leaves equiped with random biases greater than 1. Such a theorem has already been proven in the case where the bias is constant in [1]; this is a generalization of that theorem.