We are interested in two probabilistic models of a process interacting with a random environment. Firstly, we consider the model of directed polymers in random environment. In this case, a polymer, represented as the path of a simple random walk on a lattice, interacts with an environment given by a collection of time-dependent random variables associated to the vertices. Under certain conditions, the system undergoes a phase transition from an entropy-dominated regime at high temperatures, to a localised regime at low temperatures. Our main result shows that at high temperatures, even though a central limit theorem holds, we can identify a set of paths constituting a vanishing fraction of all paths that supports the free energy. We compare the situation to a mean-field model defined on a regular tree, where we can also describe the situation at the critical temperature. Secondly, we consider the parabolic Anderson model, which is the Cauchy problem for the heat equation with a random potential. Our setting is continuous in time and discrete in space, and we focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.

<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>

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.

Nous étudions mécanismes généraux qui sont à l'origine de vieillissement de dynamiques en environnements aléatoires, connu sous. Le vieillissement s'observe dans le comportement de certaines fonctions de corrélation, qui ne deviennent jamais indépendantes de l'âge du système. Une approche universelle à ce problème fut développée durant les dernières décennies: le comportement des fonctions de corrélation peut être lié à celui du processus d'horloge, qui est le temps total écoulé le long d'une trajectoire de la dynamique.Une approche élégante fut proposée par Gayrard (2010, 2012) pour étudier le processus d'horloge. Celui-ci est vu comme un processus de sommes partielles à incréments corrélés auquel des critères de convergence, dûs à Durett et Resnick (1978) sont appliqués. Cette méthode fut poussée plus avant par Bovier et Gayrard (2013).Nous étendons les méthodes développées par Gayrard (2012) et Bovier et Gayrard (2013), et étudions vieillissement dans divers modèles. Dans la première partie, nous établissons des critères de convergence vers des processus extrémaux pour des graphes finis et improuver résulats obtenus par Ben Arous et Gun (2012) sur le vieillissement extrémal. La deuxième partie traite de dynamiques sur des graphes infinis. Nous donnons des conditions suffisantes sous lesquelles le processus d'horloge sous-jacent converge vers un subordinateur, et établir l'existence de vieillissement normal dans le modèle assymétrique de pièges de Bouchaud sur $Z^d$ pour $dgeq 2$. La troisième partie concerne le modèle de Bouchaud assymétrique lorsque $dgeq 3$ et sa version symétrique lorsque $d=2$. Nous prouvons l'existence d'un régime de sur-vieillissement. / We study general mechanisms that lead to aging behavior of dynamics in random environments. Aging is observed in the behavior of correlation functions that never become independent of the age of the system. A universal approach to this problem was developed over the past decades: the behavior correlation functions can be linked to the long-time behavior of the clock process, which is the total time elapsed along the trajectory of the random motion. An elegant approach to studying clock processes was proposed by Gayrard (2010,2012). Here, the clock process is viewed as a partial sum process whose increments are dependent random variables and then convergence criteria, due to Durrett and Resnick (1978), are employed. This method was further developed by Bovier and Gayrard (2013).We extend the methods of Gayrard (2012) and Bovier and Gayrard (2013) and use our methods to study the aging behavior of various models. In the first part we establish criteria for the convergence of clock processes on sequences of finite graphs to extremal processes and improve results on extremal aging obtained by Ben Arous and Gun (2012). The second part deals with dynamics that are defined on infinite graphs. We introduce sufficient conditions for the clock process to converge to a subordinator and establish the existence of a normal aging regime in Bouchaud's asymmetric trap model on $Z^d$, for $dgeq 2$. In the third part of this thesis we consider Bouchaud's asymmetric trap model for $dgeq 3$, and its symmetric version for $d=2$. We prove the existence of an super-aging regime.

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

Dans ce mémoire, nous nous penchons sur des résultats de localisation pour les marches biaisées en milieux aléatoires. Plus précisément, nous allons revisiter la démarche que David Croydon a fait afin de prouver un résultat de localisation pour la marche aléatoire biaisée sur la trace d’une marche aléatoire simple dans Z^d. Ensuite, nous allons débuter la généralisation de son résultat au cas où l’environnement sous-jacent est la marche aléatoire branchante par l’élaboration d’un résultat de localisation pour la marche biaisée sur la trace d’une bonne approximation des marches branchantes, leur K-squelette. / In this thesis, we will look at localization results for random walks on random environnements. More precisely, we will go through the techniques used by David Croydon to prove a localization result for the biased random walk on the trace of a simple random walk in Z^d. Then, we will begin the generalization of his result to the case where the underlying environnement is a branching random walk. To do this, we will prove a version of the localization result for the biased random walk on the trace of a K-skeleton in Z^d, which is a good approximation of the branching random walk.

<p>This thesis studies non-nearest-neighbor random walks in random environments (RWRE) on the integers and on the d-dimensional integer lattic that are drawn in an i.i.d. way according to a Dirichlet distribution. We complete a characterization of recurrence and transience in a given direction for random walks in Dirichlet environments (RWDE) by proving directional recurrence in the case where the Dirichlet parameters are balanced and the annealed drift is zero. As a step toward this, we prove a 0-1 law for directional transience of i.i.d. RWRE on the 2-dimensional integer lattice with bounded jumps. Such a 0-1 law was proven by Zerner and Merkl for nearest-neighbor RWRE in 2001, and Zerner gave a simpler proof in 2007. We modify the latter argument to allow for bounded jumps. We then characterize ballisticity, or nonzero liiting velocity, of transienct RWDE on the integers. It turns out that ballisticity is controlled by two parameters, kappa0 and kappa1. The parameter kappa0, which controls finite traps, is known to characterize ballisticity for nearest-neighbor RWDE on the d-dimensional integer lattice for dimension d at least 3, where transient walks are ballistic if and only if kappa0 is greater than 1. The parameter kappa1, which controls large-scale backtracking, is known to characterize ballisticity for nearest-neighbor RWDE on the one-dimensional integer lattice, where transient walks are ballistic if and only if the absolute value of kappa1 is greater than 1. We show that in our model, transient walks are ballistic if and only if both parameters are greater than 1. Our characterization is thus a mixture of known characterizations of ballisticity for nearest-neighbor one-dimensional and higher-dimensional cases. We also prove more detailed theorems that help us better understand the phenomena affecting ballisticity.</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.