Some Remarks on the Large Deviation of the Visited Sites of Simple Random Walk in Random Scenery

被引:0
|
作者
Phetpradap, Parkpoom [1 ]
机构
[1] Chiang Mai Univ, Dept Math, Fac Sci, Chiang Mai 50200, Thailand
关键词
random walk; random scenery; large deviation principle; moderate deviation principle; sums of independent random variables;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
For each z E Z(d), we define random scenery on the integer lattice Zd as {z E Z(d)} where eachz are identical and independent random variables with finite mean and variance. For a simple symmetric random walk on Zd in dimension d > 3, we focus on X := -zEVz where 17Th is the lattice visited by the walk by time n. We investigate that X-n satisfies large deviation principle with explicitly given rate functions. The expectation and variance of X can also be calculated. This is an extended result from the large deviation result on the number of sites visited by a simple random walk.
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页码:217 / 226
页数:10
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