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We give the random environment version of Mogul'ski\v{\i} estimation in quenched sense.Assume that $\{\mu\}_{n\in\bfN}$ (called environment) is a sequence of i.i.d. random probability measures on $\bfR.$~ Let $\{X_n\}_{n\in\bfN}$ be a…

概率论 · 数学 2018-09-27 You Lv

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

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 a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random…

概率论 · 数学 2022-11-29 Wenming Hong , Shengli Liang

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

概率论 · 数学 2007-05-23 S R S Varadhan

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 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

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

概率论 · 数学 2019-02-18 Peter Bella , Mathias Schäffner

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

概率论 · 数学 2019-11-07 Rémy Poudevigne

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

概率论 · 数学 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota

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

Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…

概率论 · 数学 2023-03-14 You Lv , Wenming Hong

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

概率论 · 数学 2007-05-23 F. Rassoul-Agha , T. Seppalainen

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

概率论 · 数学 2008-12-17 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

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

概率论 · 数学 2023-01-03 Dariusz Buraczewski , Piotr Dyszewski , Alicja Kołodziejska

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 consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

概率论 · 数学 2016-06-14 Jonathon Peterson

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

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

概率论 · 数学 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima
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