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相关论文: Moderate deviations for random walk in random scen…

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We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are…

概率论 · 数学 2021-12-22 Song-Hao Liu , Zhuo-Song Zhang

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 study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We show a remarkable similarity between strategies to realize a large intersection or self-intersection local times in dimension five or more. This leads to the same rate functional for large deviation principles for the two objects…

概率论 · 数学 2008-01-28 Amine Asselah

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

统计力学 · 物理学 2017-04-03 A. V. Nazarenko , V. Blavatska

We prove a moderate deviation principle for the capacity of the range of random walk in $\mathbb{Z}^5$. Depending on the scale of deviation, we get two different regimes. We observe Gaussian tails when the deviation scale is smaller than…

概率论 · 数学 2025-11-11 Arka Adhikari , Jiyun Park

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

概率论 · 数学 2007-05-23 Amine Asselah , Fabienne Castell

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

概率论 · 数学 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We introduce the notion of \emph{localization at the boundary} for conditioned random walks in i.i.d. and uniformly elliptic random environment on $\mathbb{Z}^d$, in dimensions two and higher. Informally, this means that the walk spends a…

概率论 · 数学 2020-10-29 Rodrigo Bazaes

Let $G$ be an infinite connected graph with vertex set $V$. Let $\{S_n: n \in \mathbb N_0 \}$ be the simple random walk on $G$ and let $\{ \xi(v) : v \in V \}$ be a collection of i.i.d. random variables which are independent of the random…

概率论 · 数学 2021-03-11 Tal Peretz

In this note we prove a large deviation result for the intersection of the ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was…

概率论 · 数学 2023-11-20 Quirin Vogel

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

概率论 · 数学 2015-09-08 Noam Berger , Ron Rosenthal

Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left…

概率论 · 数学 2023-01-10 Yuqiang Li , Qiang Yao

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…

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

统计力学 · 物理学 2021-09-27 Takashi Odagaki

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…

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

概率论 · 数学 2021-12-08 David A. Croydon , Daisuke Shiraishi

We analyze the dynamics of moderate fluctuations for macroscopic observables of the random field Curie Weiss model (i.e., standard Curie-Weiss model embedded in a site dependent, i.i.d. random environment). We obtain path space large…

概率论 · 数学 2018-03-13 Francesca Collet , Richard C. Kraaij

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury