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 , then the large deviation rate function for the position of the excited random walk is zero on the interval and so probabilities such as for decay subexponentially. We show that rate of decay for such slowdown probabilities is polynomial of the order , where is the expected total drift per site of the cookie environment.
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