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
相关论文
共 50 条
  • [31] The quenched limiting distributions of a one-dimensional random walk in random scenery
    Guillotin-Plantard, Nadine
    Hu, Yueyun
    Schapira, Bruno
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2013, 18 : 1 - 7
  • [32] RANDOM-WALK ON A ONE-DIMENSIONAL LATTICE WITH A RANDOM DISTRIBUTION OF TRAPS
    UNNIKRISHNAN, K
    PRASAD, MA
    PHYSICS LETTERS A, 1984, 100 (01) : 19 - 20
  • [33] DYNAMIC PROPERTIES OF A RANDOM-WALK IN A ONE-DIMENSIONAL RANDOM MEDIUM
    ASLANGUL, C
    BARTHELEMY, M
    POTTIER, N
    SAINTJAMES, D
    PHYSICA A, 1991, 171 (01): : 47 - 68
  • [36] Limit Theorems for the One-Dimensional Random Walk with Random Resetting to the Maximum
    Van Hao Can
    Thai Son Doan
    Van Quyet Nguyen
    Journal of Statistical Physics, 2021, 183
  • [37] Limit Theorems for the One-Dimensional Random Walk with Random Resetting to the Maximum
    Can, Van Hao
    Doan, Thai Son
    Nguyen, Van Quyet
    JOURNAL OF STATISTICAL PHYSICS, 2021, 183 (02)
  • [38] Persistent random walk on a one-dimensional lattice with random asymmetric transmittances
    Sadjadi, Zeinab
    Miri, MirFaez
    PHYSICAL REVIEW E, 2008, 78 (06):
  • [39] LEVEL 1 QUENCHED LARGE DEVIATION PRINCIPLE FOR RANDOM WALK IN DYNAMIC RANDOM ENVIRONMENT
    Campos, David
    Drewitz, Alexander
    Ramirez, Alejandro F.
    Rassoul-Agha, Firas
    Seppalainen, Timo
    BULLETIN OF THE INSTITUTE OF MATHEMATICS ACADEMIA SINICA NEW SERIES, 2013, 8 (01): : 1 - 29
  • [40] Large deviation principle for random walk in a quenched random environment in the low speed regime
    Pisztora, A
    Povel, T
    ANNALS OF PROBABILITY, 1999, 27 (03): : 1389 - 1413