Large deviations for random walk in random environment with holding times
Dembo, Amir ; Gantert, Nina ; Zeitouni, Ofer
Ann. Probab., Tome 32 (2004) no. 1A, p. 996-1029 / Harvested from Project Euclid
Suppose that the integers are assigned the random variables $\{\omega_x,\mu_x\}$ (taking values in the unit interval times the space of probability measures on $\reals_+$), which serve as an environment. This environment defines a random walk $\{X_t\}$ (called a RWREH) which, when at x, waits a random time distributed according to $\mu_x$ and then, after one unit of time, moves one step to the right with probability $\omega_x$, and one step to the left with probability $1-\omega_x$. We prove large deviation principles for $X_t/t$, both quenched (i.e., conditional upon the environment), with deterministic rate function, and annealed (i.e., averaged over the environment). As an application, we show that for random walks on Galton--Watson trees, quenched and annealed rate functions along a ray differ.
Publié le : 2004-01-14
Classification:  Random walk in random environment,  large deviations,  holding times,  60J15,  60F10,  82C44,  60J80
@article{1079021470,
     author = {Dembo, Amir and Gantert, Nina and Zeitouni, Ofer},
     title = {Large deviations for random walk in random environment with holding times},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 996-1029},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1079021470}
}
Dembo, Amir; Gantert, Nina; Zeitouni, Ofer. Large deviations for random walk in random environment with holding times. Ann. Probab., Tome 32 (2004) no. 1A, pp.  996-1029. http://gdmltest.u-ga.fr/item/1079021470/