QUENCHED SMALL DEVIATION FOR THE TRAJECTORY OF A RANDOM WALK WITH RANDOM ENVIRONMENT IN TIME*

被引：1
|
作者：
Lv, Y. [1 ]
Hong, W. [2 ,3 ]
机构：
[1] Donghua Univ, Coll Sci, Shanghai, Peoples R China
[2] Beijing Univ, Sch Math Sci, Beijing, Peoples R China
[3] Beijing Univ, Lab Math & Complex Syst, Beijing, Peoples R China
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2023年 / 68卷 / 02期
基金：
中国国家自然科学基金;
关键词：
random environment; small deviation probability; partial sums of independent; random variables; BROWNIAN-MOTION; METRIC ENTROPY; PROBABILITIES; SURVIVAL;
D O I：
10.1137/S0040585X97T991404
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the small deviation probability for a random walk with random environment in time. Compared to [A. A. Mogul'skii, Theory Probab. Appl., 19 (1975), pp. 726-736], for the independent and identically distributed (i.i.d.) random walk, the rate is smaller (due to the random environment), which is specified in terms of the quenched and annealed variance.
引用
收藏
页码：267 / 284
页数：18
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