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We study continuous time random walks on $\mathbb{Z}^d$ (with $d \geq 2$) among random conductances $\{ \omega(\{x,y\}) : x,y \in \mathbb{Z}^d\}$ that permit jumps of arbitrary length. The law of the random variables $\omega(\{x,y\})$,…

概率论 · 数学 2023-11-21 Sebastian Andres , Martin Slowik

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

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…

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

概率论 · 数学 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

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 investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the…

概率论 · 数学 2008-08-28 Markus Flury

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

In this paper, we establish the invariance principle and the large deviation for the biased random walk $RW_{\lambda}$ with $\lambda \in [0,1)$ on $\mathbb{Z}^d, d\geq 1$.

概率论 · 数学 2018-11-12 Yuelin Liu , Vladas Sidoravicius , Longmin Wang , Kainan Xiang

We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach…

概率论 · 数学 2016-06-14 Jonathon Peterson , Ofer Zeitouni

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 prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

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

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

概率论 · 数学 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is proved. A sufficient moment condition on the potential is given but unlike the results of Armstrong and Tran (2014) no regularity is…

概率论 · 数学 2019-01-18 Daniel Boivin , Thi Thu Hien Lê

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

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 study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

概率论 · 数学 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

概率论 · 数学 2016-11-01 F. C. Klebaner , A. A. Mogulskii

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

We consider weighted geodesic random walks in a complete Riemannian manifold $(M,g)$. We show that for almost all sequences of weights (with respect to a suitable measure), these weighted geodesic random walks satisfy, when suitably scaled,…

概率论 · 数学 2026-02-20 Rik Versendaal

We consider a biased random walk in positive random conductances on $\mathbb{Z}^d$ for $d\geq 5$. In the sub-ballistic regime, we prove the quenched convergence of the properly rescaled random walk towards a Fractional Kinetics.

概率论 · 数学 2024-08-22 Alexander Fribergh , Tanguy Lions , Carlo Scali