LARGE DEVIATIONS AND WANDERING EXPONENT FOR RANDOM WALK IN A DYNAMIC BETA ENVIRONMENT

被引:10
作者
Balazs, Marton [1 ]
Rassoul-Agha, Firas [2 ]
Seppalainen, Timo [3 ]
机构
[1] Univ Bristol, Sch Math, Univ Walk, Bristol BS8 1TW, Avon, England
[2] Univ Utah, Dept Math, 155 S 1400 E, Salt Lake City, UT 84112 USA
[3] Univ Wisconsin, Dept Math, Van Vleck Hall,480 Lincoln Dr, Madison, WI 53706 USA
基金
英国工程与自然科学研究理事会;
关键词
Beta distribution; Doob transform; hypergeometric function; Kardar-Parisi-Zhang; KPZ; large deviations; random environment; random walk; RWRE; wandering exponent; DIRECTED POLYMER; RATIOS;
D O I
10.1214/18-AOP1306
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
Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space and its marginal density function is a product of a beta density and a hypergeometric function. Under its averaged distribution, the transformed walk obeys the wandering exponent 2/3 that agrees with Kardar-Parisi-Zhang universality. The harmonic function in the Doob transform comes from a Busemann-type limit and appears as an extremal in a variational problem for the quenched large deviation rate function.
引用
收藏
页码:2186 / 2229
页数:44
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