Nous considérons une marche aléatoire en environnement aléatoire ergodique. La marche est elliptique et à pas bornés. Nous prouvons un principe de grandes déviations au niveau 3, sous presque tout environnement, avec une fonctionnelle d'action liée à une entropie relative.
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 function related to a relative entropy.
@article{AIHPB_2011__47_1_214_0,
author = {Rassoul-Agha, Firas and Sepp\"al\"ainen, Timo},
title = {Process-level quenched large deviations for random walk in random environment},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
volume = {47},
year = {2011},
pages = {214-242},
doi = {10.1214/10-AIHP369},
mrnumber = {2779403},
zbl = {pre05864081},
language = {en},
url = {http://dml.mathdoc.fr/item/AIHPB_2011__47_1_214_0}
}
Rassoul-Agha, Firas; Seppäläinen, Timo. Process-level quenched large deviations for random walk in random environment. Annales de l'I.H.P. Probabilités et statistiques, Tome 47 (2011) pp. 214-242. doi : 10.1214/10-AIHP369. http://gdmltest.u-ga.fr/item/AIHPB_2011__47_1_214_0/
[1] , and . Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive. Probab. Theory Related Fields 129 (2004) 133-156. | MR 2052866 | Zbl 1062.60044
[2] , and . Quenched, annealed and functional large deviations for one-dimensional random walk in random environment. Probab. Theory Related Fields 118 (2000) 65-114. | MR 1785454 | Zbl 0965.60098
[3] and . Large Deviations Techniques and Applications, 2nd edition. Applications of Mathematics 38. Springer, New York, 1998. | MR 1619036 | Zbl 0896.60013
[4] . Large Deviations. Fields Institute Monographs 14. Amer. Math. Soc., Providence, RI, 2000. | MR 1739680 | Zbl 0949.60001
[5] and . Large Deviations. Pure and Applied Mathematics 137. Academic Press, Boston, MA, 1989. | MR 997938 | Zbl 0705.60029
[6] and . Asymptotic evaluation of certain Markov process expectations for large time. I. Comm. Pure Appl. Math. 28 (1975) 1-47. | MR 386024 | Zbl 0323.60069
[7] and . Asymptotic evaluation of certain Markov process expectations for large time. III. Comm. Pure Appl. Math. 29 (1976) 389-461. | MR 428471 | Zbl 0348.60032
[8] and . Convex Analysis and Variational Problems, English edition. Classics in Applied Mathematics 28. SIAM, Philadelphia, PA, 1999. | MR 1727362 | Zbl 0939.49002
[9] . Gibbs Measures and Phase Transitions. de Gruyter Studies in Mathematics 9. Walter de Gruyter, Berlin, 1988. | MR 956646 | Zbl 0657.60122
[10] and . Large deviations for a random walk in random environment. Ann. Probab. 22 (1994) 1381-1428. | MR 1303649 | Zbl 0820.60054
[11] . A simple proof for König's minimax theorem. Acta Math. Hungar. 63 (1994) 371-374. | MR 1261480 | Zbl 0811.90115
[12] , and . Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Comm. Pure Appl. Math. 59 (2006) 1489-1521. | MR 2248897 | Zbl 1111.60055
[13] . The point of view of the particle on the law of large numbers for random walks in a mixing random environment. Ann. Probab. 31 (2003) 1441-1463. | MR 1989439 | Zbl 1039.60089
[14] and . An almost sure invariance principle for random walks in a space-time random environment. Probab. Theory Related Fields 133 (2005) 299-314. | MR 2198014 | Zbl 1088.60094
[15] and . A course on large deviation theory with an introduction to Gibbs measures. Preprint, 2009. | MR 2521407
[16] . Markov Processes. Structure and Asymptotic Behavior. Springer, New York, 1971. | MR 329037 | Zbl 0236.60002
[17] . Quenched large deviations for multidimensional random walk in random environment: A variational formula. Thesis dissertation, New York University, 2006. Available at http://arxiv.org/abs/0804.1444. | MR 2708406
[18] . Functional Analysis, 2nd edition. McGraw-Hill, New York, 1991. | MR 1157815 | Zbl 0253.46001
[19] . Large deviations for lattice systems. I. Parametrized independent fields. Probab. Theory Related Fields 96 (1993) 241-260. | MR 1227034 | Zbl 0792.60025
[20] and . Multidimensional Diffusion Processes. Springer, Berlin, 2006. | MR 2190038 | Zbl 1103.60005
[21] . Large Deviations and Applications. CBMS-NSF Regional Conference Series in Applied Mathematics 46. SIAM, Philadelphia, PA, 1984. | MR 758258 | Zbl 0549.60023
[22] . Large deviations for random walks in a random environment. Comm. Pure Appl. Math. 56 (2003) 1222-1245. Dedicated to the memory of Jürgen K. Moser. | MR 1989232 | Zbl 1042.60071
[23] . Large deviations for random walk in a space-time product environment. Ann. Probab. 37 (2009a) 189-205. | MR 2489163 | Zbl 1159.60355
[24] . Quenched large deviations for random walk in a random environment. Comm. Pure Appl. Math. 62 (2009b) 1033-1075. | MR 2531552 | Zbl 1168.60370
[25] . Lyapounov exponents and quenched large deviations for multidimensional random walk in random environment. Ann. Probab. 26 (1998) 1446-1476. | MR 1675027 | Zbl 0937.60095