Tail estimates for one-dimensional random walk in random environment

被引:61
作者
Dembo, A
Peres, Y
Zeitouni, O
机构
[1] TECHNION ISRAEL INST TECHNOL, DEPT ELECT ENGN, IL-32000 HAIFA, ISRAEL
[2] STANFORD UNIV, DEPT MATH, STANFORD, CA 94305 USA
[3] STANFORD UNIV, DEPT STAT, STANFORD, CA 94305 USA
[4] UNIV CALIF BERKELEY, DEPT STAT, BERKELEY, CA 94720 USA
[5] HEBREW UNIV JERUSALEM, INST MATH, JERUSALEM, ISRAEL
关键词
D O I
10.1007/BF02101292
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Suppose that the integers are assigned i.i.d. random variables {omega(x)} (taking values in the unit interval), which serve as an environment. This environment defines a random walk {X(k)} (called a RWRE) which, when at x, moves one step to the right with probability omega(x), and one step to the left with probability 1 - omega(x). Solomon (1975) determined the almost-sure asymptotic speed (= rate of escape) of a RWRE. For certain environment distributions where the drifts 2 omega(x) - 1 can take both positive and negative values, we show that the chance of the RWRE deviating below this speed has a polynomial rate of decay, and determine the exponent in this power law; for environments which allow only positive and zero drifts, we show that these large-deviation probabilities decay like exp(-Cn(1/3)). This differs sharply from the rates derived by Greven and den-Hollander (1994) for large deviation probabilities conditioned on the environment. As a by product we also provide precise tail and moment estimates for the total population size in a Branching Process with Random Environment.
引用
收藏
页码:667 / 683
页数:17
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