Lyapounov exponents and quenched large deviations for multidimensional random walk in random environment
Zerner, Martin P. W.
Ann. Probab., Tome 26 (1998) no. 1, p. 1446-1476 / Harvested from Project Euclid
Assign to the lattice sizes $z \epsilon \mathbb{Z}^d$ i.i.d. random 2 $d$-dimensional vectors $(\omega(z, z + e))_{|e|=1}$ whose entries take values in the open unit interval and add up to one. Given a realization $\omega$ of this environment, let $(X_n)_{n \geq o}$ be a Markov chain on $\mathbb{Z}^d$ which, when at $z$, moves one step to its neighbor $z + e$ with transition probability $\omega(z, z + e)$. We derive a large deviation principle for $X_n/n$ by means of a result similar to the shape theorem of first-passage percolation and related models. This result produces certain constants that are the analogue of the Lyapounov exponents known from Brownian motion in Poissonian potential or random walk in random potential. We follow a strategy similar to Sznitman.
Publié le : 1998-10-14
Classification:  Random walk in random environment,  shape theorem,  Lyapounov exponent,  large deviations,  60F10,  82C41
@article{1022855870,
     author = {Zerner, Martin P. W.},
     title = {Lyapounov exponents and quenched large deviations for
		 multidimensional random walk in random environment},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 1446-1476},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855870}
}
Zerner, Martin P. W. Lyapounov exponents and quenched large deviations for
		 multidimensional random walk in random environment. Ann. Probab., Tome 26 (1998) no. 1, pp.  1446-1476. http://gdmltest.u-ga.fr/item/1022855870/