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We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

Probability · Mathematics 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

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 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

In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…

Probability · Mathematics 2026-01-06 Dirk Erhard , Julien Poisat

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

Probability · Mathematics 2007-05-23 Markus Flury

We show that the displacement and translation distance of non-elementary random walks on isometry groups of hyperbolic spaces satisfy large deviation principles with the same rate function $I$. Roughly, this means that there exists function…

Probability · Mathematics 2020-08-20 Cagri Sert , Alessandro Sisto

Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…

Probability · Mathematics 2021-06-24 Shui Feng

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 obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

Probability · Mathematics 2020-05-18 Amine Asselah , Bruno Schapira

A $\delta$ once-reinforced random walk ($\delta$-ORRW) on connected graph is a self-interacting random walk which moves to its neighbors at each step according to the weights of the edges at that time, where the weights are $1$ on edges…

Probability · Mathematics 2026-03-30 Xiangyu Huang , Yong Liu , Kainan Xiang

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

Probability · Mathematics 2025-05-07 Jie Jiang , Shuwen Lai

Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…

Probability · Mathematics 2016-02-01 Christophe Sabot , Laurent Tournier

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We…

Statistical Mechanics · Physics 2016-11-23 Timo Dewenter , Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…

Probability · Mathematics 2014-03-13 Vasileios Maroulas

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

Probability · Mathematics 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…

Statistical Mechanics · Physics 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

Probability · Mathematics 2026-02-03 Ayan Ghosh

Let $\Gamma$ be a countable group acting on a geodesic hyperbolic metric space $X$ and $\mu$ a probability measure on $\Gamma$ which generates a non elementary semi-group. Under the necessary assumption that $\mu$ has a finite exponential…

Probability · Mathematics 2020-08-20 Adrien Boulanger , Pierre Mathieu

Let $\Gamma$ be a countable group acting on a geodesic Gromov-hyperbolic metric space $X$ and $\mu$ a probability measure on $\Gamma$ whose support generates a non-elementary subsemigroup. Under the assumption that $\mu$ has a finite…

Probability · Mathematics 2021-07-14 Adrien Boulanger , Pierre Mathieu , Cagri Sert , Alessandro Sisto