English

Large deviations and slowdown asymptotics for one-dimensional excited random walks

Probability 2016-06-14 v3

Abstract

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions. When the excited random walk is transient with positive speed v0v_0, then the large deviation rate function for the position of the excited random walk is zero on the interval [0,v0][0,v_0] and so probabilities such as P(Xn<nv)P(X_n < nv) for v(0,v0)v \in (0,v_0) decay subexponentially. We show that rate of decay for such slowdown probabilities is polynomial of the order n1δ/2n^{1-\delta/2}, where δ>2\delta>2 is the expected total drift per site of the cookie environment.

Keywords

Cite

@article{arxiv.1201.0318,
  title  = {Large deviations and slowdown asymptotics for one-dimensional excited random walks},
  author = {Jonathon Peterson},
  journal= {arXiv preprint arXiv:1201.0318},
  year   = {2016}
}

Comments

23 pages, 3 figures

R2 v1 2026-06-21T19:58:56.323Z