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We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

概率论 · 数学 2020-05-18 Amine Asselah , Bruno Schapira

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

概率论 · 数学 2008-12-30 Amine Asselah

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 give new criteria for ballistic behavior of random walks in random environment which are perturbations of the simple symmetric random walk on $\mathbb Z^d$ in dimensions $d\ge 4$. Our results extend those of Sznitman [Ann. Probab. 31,…

概率论 · 数学 2021-03-05 Ryoki Fukushima , Alejandro F. Ramírez

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 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 study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

概率论 · 数学 2007-05-23 Amine Asselah

We present a Darboux-Wiener type lemma and apply it to obtain an exact asymptotic for the variance of the self-intersection of one and two-dimensional random walks. As a corollary, we obtain a central limit theorem for random walk in random…

概率论 · 数学 2015-03-17 George Deligiannidis , Sergey Utev

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

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations…

概率论 · 数学 2022-12-07 Yuqiang Li , Qiang Yao

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

概率论 · 数学 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

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 derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

概率论 · 数学 2010-01-13 Remco van der Hofstad , Mark Holmes

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 find a natural four dimensional analog of the moderate deviation results for the capacity of the random walk, which corresponds to Bass, Chen and Rosen \cite{BCR} concerning the volume of the random walk range for $d=2$.…

概率论 · 数学 2024-09-17 Arka Adhikari , Izumi Okada

We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the…

概率论 · 数学 2018-01-08 Dariusz Buraczewski , Piotr Dyszewski

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

概率论 · 数学 2007-05-23 I. Ya. Goldsheid

We prove a Large Deviations Principle for the number of intersections of two independent infinite-time ranges in dimension five and more, improving upon the moment bounds of Khanin, Mazel, Shlosman and Sina{\"i} [KMSS94]. This settles, in…

概率论 · 数学 2020-05-07 Amine Asselah , Bruno Schapira

In this paper we establish a moderate deviation principle of the hitting times for trajectories of sums of independent and identically distributed random variables. The main idea of proof is to convert the moderate deviations over a small…

概率论 · 数学 2023-11-10 Yuheng He
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