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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…

概率论 · 数学 2015-05-14 Atilla Yilmaz , Ofer Zeitouni

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…

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

For a random walk in a uniformly elliptic and i.i.d. environment on $\mathbb Z^d$ with $d \geq 4$, we show that the quenched and annealed large deviations rate functions agree on any compact set contained in the boundary $\partial…

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$. There exist variational formulae for the quenched and averaged rate functions $I_q$ and $I_a$, obtained by…

概率论 · 数学 2011-03-11 Atilla Yilmaz

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

概率论 · 数学 2016-07-26 Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We prove that every random walk in i.i.d. environment in dimension greater than or equal to 2 that has an almost sure positive speed in a certain direction, an annealed invariance principle and some mild integrability condition for…

概率论 · 数学 2008-01-05 Noam Berger , Ofer Zeitouni

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…

概率论 · 数学 2014-12-30 Ryoki Fukushima , Naoki Kubota

We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate…

概率论 · 数学 2015-05-14 Firas Rassoul-Agha , Timo Seppalainen

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

概率论 · 数学 2016-06-20 Jonathon Peterson

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

概率论 · 数学 2008-09-09 Atilla Yilmaz

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

概率论 · 数学 2008-04-10 Jeffrey M. Rosenbluth

In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$ with $d\geq1$, and gives a…

概率论 · 数学 2009-08-12 Atilla Yilmaz

Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…

概率论 · 数学 2007-05-23 Nina Gantert , Wolfgang König , Zhan Shi

In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…

概率论 · 数学 2025-06-04 Jiaming Chen

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

概率论 · 数学 2011-02-24 Jonathon Peterson , Ofer Zeitouni

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

概率论 · 数学 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

概率论 · 数学 2007-05-23 Klaus Fleischmann , Peter Morters , Vitali Wachtel

The quenched and annealed large deviations of the random walk in random environment are shown to conform on any compact set whenever the level of disorder is sufficiently low. In this work, we show that these two large deviations always…

概率论 · 数学 2025-06-03 Jiaming Chen

In this paper, we are interested in some questions of Greven and den Hollander about the rate function $I\_{\eta}^q$ of quenched large deviations for random walk in random environment. By studying the hitting times of RWRE, we prove that in…

概率论 · 数学 2007-05-23 Alexis Devulder
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