Quenched large deviations for multidimensional random walk in random environment with holding times
Probability
2014-12-30 v2
Abstract
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 the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases.
Cite
@article{arxiv.1202.5643,
title = {Quenched large deviations for multidimensional random walk in random environment with holding times},
author = {Ryoki Fukushima and Naoki Kubota},
journal= {arXiv preprint arXiv:1202.5643},
year = {2014}
}
Comments
This is the corrected version of the paper. 24 pages