English

Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher

Probability 2011-03-11 v3

Abstract

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on Zd\mathbb{Z}^d. There exist variational formulae for the quenched and averaged rate functions IqI_q and IaI_a, obtained by Rosenbluth and Varadhan, respectively. IqI_q and IaI_a are not identically equal. However, when d4d\geq4 and the walk satisfies the so-called (T) condition of Sznitman, they have been previously shown to be equal on an open set Aeq\mathcal{A}_{\mathit {eq}}. For every ξAeq\xi\in\mathcal{A}_{\mathit {eq}}, we prove the existence of a positive solution to a Laplace-like equation involving ξ\xi and the original transition kernel of the walk. We then use this solution to define a new transition kernel via the h-transform technique of Doob. This new kernel corresponds to the unique minimizer of Varadhan's variational formula at ξ\xi. It also corresponds to the unique minimizer of Rosenbluth's variational formula, provided that the latter is slightly modified.

Keywords

Cite

@article{arxiv.0912.1429,
  title  = {Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher},
  author = {Atilla Yilmaz},
  journal= {arXiv preprint arXiv:0912.1429},
  year   = {2011}
}

Comments

Published in at http://dx.doi.org/10.1214/10-AOP556 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T14:20:55.102Z