Precise large deviations for random walk in random environment

被引：10

作者：

Buraczewski, Dariusz ^{[1
]}

Dyszewski, Piotr ^{[1
]}

机构：

[1] Uniwersytet Wroclawski, Inst Matemat, Plac Grunwaldzki 2-4, PL-50384 Wroclaw, Poland

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2018年 / 23卷

关键词：

random walk in random environment; large deviations; branching process with immigration; DIMENSIONAL RANDOM-WALK; EQUATIONS; TIMES;

D O I：

10.1214/18-EJP239

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study one-dimensional nearest neighbour random walk in site-dependent random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the sub-ballistic regime, when the speed is sublinear, we describe the precise probability of slowdown.

引用

页数：26

共 50 条

[31] Large deviations for the local times of a random walk among random conductances
Koenig, Wolfgang
Salvi, Michele
Wolff, Tilman
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2012, 17 : 1 - 11
[32] A note on quenched moderate deviations for Sinai's random walk in random environment
Comets, Francis
Popov, Serguei
ESAIM - Probability and Statistics, 2004, 8 : 56 - 65
[33] Convergence of Martingale and Moderate Deviations for a Branching Random Walk with a Random Environment in Time
Wang, Xiaoqiang
Huang, Chunmao
JOURNAL OF THEORETICAL PROBABILITY, 2017, 30 (03) : 961 - 995
[34] Convergence of Martingale and Moderate Deviations for a Branching Random Walk with a Random Environment in Time
Xiaoqiang Wang
Chunmao Huang
Journal of Theoretical Probability, 2017, 30 : 961 - 995
[35] Large deviations for the empirical distribution in the branching random walk
Louidor, Oren
Perkins, Will
ELECTRONIC JOURNAL OF PROBABILITY, 2015, 20 : 1 - 19
[36] Large deviations for the range of an integer valued random walk
Hamana, Y
Kesten, H
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2002, 38 (01): : 17 - 58
[37] Large deviations in the reinforced random walk model on trees
Yu Zhang
Probability Theory and Related Fields, 2014, 160 : 655 - 678
[38] Large deviations in the reinforced random walk model on trees
Zhang, Yu
PROBABILITY THEORY AND RELATED FIELDS, 2014, 160 (3-4) : 655 - 678
[39] Large deviations of a random walk model with emerging territories
Schawe, Hendrik
Hartmann, Alexander K.
PHYSICAL REVIEW E, 2020, 102 (06)
[40] Annealed deviations of random walk in random scenery
Gantert, Nina
Koenig, Wolfgang
Shi, Zhan
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2007, 43 (01): : 47 - 76

← 1 2 3 4 5 →