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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 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 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

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 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 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 prove that every directionally transient random walk in random i.i.d.\ environment, under condition $(T)_{\gamma}$, which admits an annealed functional limit towards Brownian motion also admits the corresponding quenched limit in $d \ge…

概率论 · 数学 2025-06-16 Carlo Scali

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

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

We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…

统计力学 · 物理学 2023-07-28 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

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

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

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 prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…

概率论 · 数学 2013-12-10 Matthias Birkner , Frank den Hollander

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.…

概率论 · 数学 2016-06-14 Jonathon Peterson

We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…

统计力学 · 物理学 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

概率论 · 数学 2007-05-23 A. Asselah , F. Castell

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

概率论 · 数学 2017-09-12 Ofer Busani

We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\u{\i} (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment),…

概率论 · 数学 2021-11-02 You Lv , Wenming Hong
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