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Quenched large deviations for multidimensional random walk in random environment with holding times

Probability 2014-12-30 v2

Abstract

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases.

Keywords

Cite

@article{arxiv.1202.5643,
  title  = {Quenched large deviations for multidimensional random walk in random environment with holding times},
  author = {Ryoki Fukushima and Naoki Kubota},
  journal= {arXiv preprint arXiv:1202.5643},
  year   = {2014}
}

Comments

This is the corrected version of the paper. 24 pages

R2 v1 2026-06-21T20:24:59.405Z