English

Small deviation for Random walk with random environment in time

Probability 2018-09-27 v2

Abstract

We give the random environment version of Mogul'ski\v{\i} estimation in quenched sense.Assume that {μ}n\bfN\{\mu\}_{n\in\bfN} (called environment) is a sequence of i.i.d. random probability measures on \bfR.\bfR.~ Let {Xn}n\bfN\{X_n\}_{n\in\bfN} be a sequence of independent random variables, where XnX_n has law μn.\mu_n. We set Sn=i=1nXi.S_n=\sum_{i=1}^{n}X_i. Under some integrability conditions, we show that on the log scale, for any power function ff. the decay rate of \bfPμ(0inSf(n)+i[g(i/n)nα,h(i/n)nα]Sf(n)=x)\bfP_\mu(\forall_{0\leq i\leq n} S_{f(n)+i}\in[g(i/n)n^{\alpha},h(i/n)n^{\alpha}]|S_{f(n)}=x) is ecn12αe^{-cn^{1-2\alpha}} almost surely as n+n\rightarrow+\infty, where c>0,α(0,12),c>0,\alpha\in(0,\frac{1}{2}), g,hC[0,1]g,h\in\mathcal{C}[0,1] (the set of all continuous functions defined on [0,1]),[0,1]), g(s)<h(s),s[0,1],g(s)<h(s), \forall s\in[0,1], and x(g(0),h(0)).x\in(g(0),h(0)). The main result of this paper is also a basic tool in the researching of Branching random walk in random environment with selection.

Keywords

Cite

@article{arxiv.1803.08772,
  title  = {Small deviation for Random walk with random environment in time},
  author = {You Lv},
  journal= {arXiv preprint arXiv:1803.08772},
  year   = {2018}
}

Comments

12 pages

R2 v1 2026-06-23T01:02:57.346Z