Precise large deviation estimates for a one-dimensional random walk in a random environment

被引:28
|
作者
Pisztora, A [1 ]
Povel, T
Zeitouni, O
机构
[1] Harvard Univ, Dept Math, Cambridge, MA 02138 USA
[2] MIT, Dept Math, Cambridge, MA 02139 USA
[3] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
关键词
random walk in random environment; large deviations;
D O I
10.1007/s004400050206
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 i.i.d. random variables {w(x)} (taking values in the interval [1/2, 1)), 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, in a more general set-up. Dembo, Peres and Zeitouni (1996), following earlier work by Greven and den Hollander (1994) on the quenched case, have computed rough tail asymptotics for the empirical mean of the annealed RWRE. They conjectured the form of the rate function in a full LDP. We prove in this paper their conjecture. The proof is based on a "coarse graining scheme" together with comparison techniques.
引用
收藏
页码:191 / 219
页数:29
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