English

Large deviations for random walk in a space--time product environment

Probability 2011-03-08 v3

Abstract

We consider random walk (Xn)n0(X_n)_{n\geq0} on Zd\mathbb{Z}^d in a space--time product environment ωΩ\omega\in\Omega. We take the point of view of the particle and focus on the environment Markov chain (Tn,Xnω)n0(T_{n,X_n}\omega)_{n\geq0} where TT denotes the shift on Ω\Omega. Conditioned on the particle having asymptotic mean velocity equal to any given ξ\xi, we show that the empirical process of the environment Markov chain converges to a stationary process μξ\mu_{\xi}^{\infty} under the averaged measure. When d3d\geq3 and ξ\xi 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 ξ\xi, the empirical process of the environment Markov chain converges to μξ\mu_{\xi}^{\infty} under the quenched measure as well. In this case, we show that μξ\mu_{\xi}^{\infty} is a stationary Markov process whose kernel is obtained from the original kernel by a Doob hh-transform.

Keywords

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)

R2 v1 2026-06-21T09:48:55.723Z