Large deviations for random walk in random environment with holding times

被引:0
作者
Dembo, A [1 ]
Gantert, N
Zeitouni, O
机构
[1] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[2] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[3] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
[4] Technion Israel Inst Technol, Dept Math, IL-32000 Haifa, Israel
[5] Univ Minnesota, Dept Math, Minneapolis, MN 55455 USA
[6] Univ Karlsruhe, Inst Math Stochast, D-76128 Karlsruhe, Germany
关键词
random walk in random environment; large deviations; holding times;
D O I
暂无
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
Suppose that the integers are assigned the random variables {w(x), mu(x)} (taking values in the unit interval times the space of probability measures on R+), which serve as an environment. This environment defines a random walk {X-t} (called a RWREH) which, when at x, waits a random time distributed according to mu(x) and then, after one unit of time, moves one step to the right with probability omega(x), and one step to the left with probability 1 - omega(x). We prove large deviation principles for X-t/ t, both quenched (i.e., conditional upon the environment), with deterministic rate function, and annealed (i.e., averaged over the environment). As an application, we show that for random walks on Galton-Watson trees, quenched and annealed rate functions along a ray differ.
引用
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页码:996 / 1029
页数:34
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