Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher
Abstract
We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on . There exist variational formulae for the quenched and averaged rate functions and , obtained by Rosenbluth and Varadhan, respectively. and are not identically equal. However, when and the walk satisfies the so-called (T) condition of Sznitman, they have been previously shown to be equal on an open set . For every , we prove the existence of a positive solution to a Laplace-like equation involving 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 . It also corresponds to the unique minimizer of Rosenbluth's variational formula, provided that the latter is slightly modified.
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)