Quenched small deviation for the trajectory of a random walk with time-inhomogeneous random environment
Probability
2021-11-02 v1
Abstract
We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\u{\i} (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment), which is specified in terms of the quenched and annealed variance.
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Cite
@article{arxiv.2111.00268,
title = {Quenched small deviation for the trajectory of a random walk with time-inhomogeneous random environment},
author = {You Lv and Wenming Hong},
journal= {arXiv preprint arXiv:2111.00268},
year = {2021}
}
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21 pages, 0 figures