Large deviations and phase transition for random walks in random nonnegative potentials

被引：24

作者：

Flury, Markus ^{[1
]}

机构：

[1] Univ Zurich, Inst Math, CH-8057 Zurich, Switzerland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2007年 / 117卷 / 05期

关键词：

random walk; random potential; path measure; Lyapunov function; shape theorem; large deviation principle; phase transition;

D O I：

10.1016/j.spa.2006.09.006

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 establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on Z(d). We complement the analysis of M.P.W. Zerner [Directional decay of the Green's function for a random nonnegative potential on Z(d), Ann. Appl. Probab. 8 (1996) 246-280], where a shape theorem on the Lyapunov functions and a large deviation principle in absence of the drift are achieved for the quenched setting. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：596 / 612

页数：17