English

Annealed deviations of random walk in random scenery

Probability 2007-05-23 v3

Abstract

Let (Zn)nN(Z_n)_{n\in\N} be a dd-dimensional {\it random walk in random scenery}, i.e., Zn=k=0n1Y(Sk)Z_n=\sum_{k=0}^{n-1}Y(S_k) with (Sk)kN0(S_k)_{k\in\N_0} a random walk in Zd\Z^d and (Y(z))zZd(Y(z))_{z\in\Z^d} an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and finite variance. We identify the speed and the rate of the logarithmic decay of (1nZn>bn)\P(\frac 1n Z_n>b_n) for various choices of sequences (bn)n(b_n)_n in [1,)[1,\infty). Depending on (bn)n(b_n)_n and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work \cite{AC02} by A. Asselah and F. Castell, we consider sceneries {\it unbounded} to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen \cite{C03}.

Keywords

Cite

@article{arxiv.math/0408327,
  title  = {Annealed deviations of random walk in random scenery},
  author = {Nina Gantert and Wolfgang König and Zhan Shi},
  journal= {arXiv preprint arXiv:math/0408327},
  year   = {2007}
}

Comments

32 pages, revised

R2 v1 2026-07-22T17:09:01.144Z