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We establish two different, but related results for random walks in the domain of attraction of a stable law of index $\alpha$. The first result is a local large deviation upper bound, valid for $\alpha \in (0,1) \cup (1,2)$, which improves…

Probability · Mathematics 2019-07-03 Francesco Caravenna , Ron Doney

The concept of a random walk on a finite group converging to random - and a way of measuring the distance to random after $k$ transitions - is generalised from the classical case to the case of random walks on finite quantum groups. A…

Quantum Algebra · Mathematics 2018-02-01 J. P. McCarthy

We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…

Probability · Mathematics 2019-01-30 Gérard Ben Arous , Jing Wang

We show quenched large deviations for the simple random walk on a certain class of percolations with long-range correlations. This class contains the supercritical Bernoulli percolations, the model considered by Drewitz, R'ath and…

Probability · Mathematics 2013-11-04 Kazuki Okamura

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

Probability · Mathematics 2007-05-23 Wlodek Bryc

We study variable-speed random walks on $\mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances $\{a_t(x,x+1)\colon x\in\mathbb Z, t\ge0\}$ whose law is assumed invariant and ergodic under space-time shifts. We…

Probability · Mathematics 2020-01-06 Marek Biskup

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

Probability · Mathematics 2023-11-28 Zhishui Hu , Yiting Zhang

We perform a large deviations analysis of homological growth rates of oriented geodesics on hyperbolic surfaces. For surfaces uniformized by a wide class of Fuchsian groups of the first kind, we prove the existence of the rate function…

Dynamical Systems · Mathematics 2023-06-21 Johannes Jaerisch , Hiroki Takahasi

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

Let $S=\Gamma\backslash \mathbb{H}$ be a hyperbolic surface of finite topological type, such that the Fuchsian group $\Gamma \le \operatorname{PSL}_2(\mathbb{R})$ is non-elementary, and consider any generating set $\mathfrak S$ of $\Gamma$.…

Geometric Topology · Mathematics 2019-02-11 Peter S. Park

We prove a sample path large deviation principle (LDP) with sub-linear speed for unbounded functionals of certain Markov chains induced by the Lindley recursion. The LDP holds in the Skorokhod space $\mathbb{D}[0,T]$ equipped with the…

Probability · Mathematics 2023-10-03 Mihail Bazhba , Jose Blanchet , Chang-Han Rhee , Bert Zwart

The field theoretic renormalization group is applied to a simple model of random walk on a rough fluctuating surface. We consider the Fokker--Planck equation for a particle in a uniform gravitational field. The surface is modelled by the…

Statistical Mechanics · Physics 2023-03-10 N. V. Antonov , N. M. Gulitskiy , P. I. Kakin , D. A. Kerbitskiy

We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…

Probability · Mathematics 2016-05-18 Zhang Zhongyang , Zhang Li-Xin

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

Probability · Mathematics 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

We show some level-2 large deviation principles for real and complex one-dimensional maps satisfying a weak form of hyperbolicity. More precisely, we prove a large deviation principle for the distribution of iterated preimages, periodic…

Dynamical Systems · Mathematics 2015-12-30 Huaibin Li

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 study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $\gamma$ such that:…

Probability · Mathematics 2022-05-10 Adam M. Bowditch , David A. Croydon

We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof…

Probability · Mathematics 2010-12-14 Magdalena Kobylanski

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong
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