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We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate…

Probability · Mathematics 2015-05-14 Firas Rassoul-Agha , Timo Seppalainen

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

Probability · Mathematics 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

Probability · Mathematics 2008-12-17 Atilla Yilmaz

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…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment. It is easy to see that the quenched and the averaged rate functions are not identically equal. When the dimension is at least four and…

Probability · Mathematics 2010-04-09 Atilla Yilmaz

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment…

Probability · Mathematics 2013-02-12 Firas Rassoul-Agha , Timo Seppäläinen

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…

Probability · Mathematics 2015-04-02 Noam Berger , Chiranjib Mukherjee

We consider random walk $(X_n)_{n\geq0}$ on $\mathbb{Z}^d$ in a space--time product environment $\omega\in\Omega$. We take the point of view of the particle and focus on the environment Markov chain $(T_{n,X_n}\omega)_{n\geq0}$ where $T$…

Probability · Mathematics 2011-03-08 Atilla Yilmaz

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Probability · Mathematics 2008-04-10 Jeffrey M. Rosenbluth

We consider the quenched and the averaged (or annealed) large deviation rate functions $I_q$ and $I_a$ for space-time and (the usual) space-only RWRE on $\mathbb{Z}^d$. By Jensen's inequality, $I_a\leq I_q$. In the space-time case, when…

Probability · Mathematics 2015-05-14 Atilla Yilmaz , Ofer Zeitouni

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

Probability · Mathematics 2024-11-22 Alexander Drewitz , Alejandro F. Ramírez , Santiago Saglietti , Zhicheng Zheng

In 2003, Varadhan [V03] developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on $\mathbb Z^d$. One fundamental question which remained open was…

Probability · Mathematics 2021-08-26 Rodrigo Bazaes , Chiranjib Mukherjee , Alejandro Ramirez , Santiago Saglietti

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on $\mathbb Z^d$ ($d\geq 2$). The models under interest include classical Bernoulli bond and site percolation…

Probability · Mathematics 2022-10-19 Noam Berger , Chiranjib Mukherjee , Kazuki Okamura

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

Probability · Mathematics 2016-06-20 Jonathon Peterson

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…

Probability · Mathematics 2025-06-04 Jiaming Chen

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

Probability · Mathematics 2008-10-02 Jonathon Peterson

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos
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