中文
相关论文

相关论文: Quenched and averaged large deviation rate functio…

200 篇论文

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 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…

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment. It is easy to see that the quenched and the averaged rate functions are not identically equal. When the dimension is at least four and…

概率论 · 数学 2010-04-09 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 this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

概率论 · 数学 2012-10-08 Xiaoqin Guo

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

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

概率论 · 数学 2008-10-02 Jonathon Peterson

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 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 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 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

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

概率论 · 数学 2017-04-12 Sung Won Ahn , Jonathon Peterson

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

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

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

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 give a new criterion for ballistic behavior of random walks in random environments which are low disorder perturbations of the simple symmetric random walk on $\mathbb{Z}^d$, for $d\geq 2$. This extends the results established by…

概率论 · 数学 2019-12-18 Alejandro F. Ramírez , Santiago Saglietti

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

概率论 · 数学 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

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
‹ 上一页 1 2 3 10 下一页 ›