Large deviations for random walk in a space--time product environment
Abstract
We consider random walk on in a space--time product environment . We take the point of view of the particle and focus on the environment Markov chain where denotes the shift on . Conditioned on the particle having asymptotic mean velocity equal to any given , we show that the empirical process of the environment Markov chain converges to a stationary process under the averaged measure. When and is sufficiently close to the typical velocity, we prove that averaged and quenched large deviations are equivalent and when conditioned on the particle having asymptotic mean velocity , the empirical process of the environment Markov chain converges to under the quenched measure as well. In this case, we show that is a stationary Markov process whose kernel is obtained from the original kernel by a Doob -transform.
Cite
@article{arxiv.0711.4872,
title = {Large deviations for random walk in a space--time product environment},
author = {Atilla Yilmaz},
journal= {arXiv preprint arXiv:0711.4872},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.1214/08-AOP400 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)