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
相关论文
共 50 条
  • [21] From quenched disorder to continuous time random walk
    Burov, Stanislav
    PHYSICAL REVIEW E, 2017, 96 (05)
  • [22] Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
    Rassoul-Agha, Firas
    Seppalaineni, Timo
    ANNALS OF PROBABILITY, 2007, 35 (01): : 1 - 31
  • [23] Precise large deviation estimates for a one-dimensional random walk in a random environment
    Pisztora, A
    Povel, T
    Zeitouni, O
    PROBABILITY THEORY AND RELATED FIELDS, 1999, 113 (02) : 191 - 219
  • [24] Precise large deviation estimates for a one-dimensional random walk in a random environment
    Agoston Pisztora
    Tobias Povel
    Ofer Zeitouni
    Probability Theory and Related Fields, 1999, 113 : 191 - 219
  • [25] ASYMPTOTIC PROPERTIES OF A BRANCHING RANDOM WALK WITH A RANDOM ENVIRONMENT IN TIME
    王月娇
    刘再明
    刘全升
    李应求
    Acta Mathematica Scientia, 2019, 39 (05) : 1345 - 1362
  • [26] Branching random walk in a random time-independent environment
    Chernousova, Elena
    Hryniv, Ostap
    Molchanov, Stanislav
    MATHEMATICAL POPULATION STUDIES, 2023, 30 (02) : 73 - 94
  • [27] ASYMPTOTIC PROPERTIES OF A BRANCHING RANDOM WALK WITH A RANDOM ENVIRONMENT IN TIME
    Wang, Yuejiao
    Liu, Zaiming
    Liu, Quansheng
    Li, Yingqiu
    ACTA MATHEMATICA SCIENTIA, 2019, 39 (05) : 1345 - 1362
  • [28] Valleys and the Maximum Local Time for Random Walk in Random Environment
    Amir Dembo
    Nina Gantert
    Yuval Peres
    Zhan Shi
    Probability Theory and Related Fields, 2007, 137 : 443 - 473
  • [29] Asymptotic Properties of a Branching Random Walk with a Random Environment in Time
    Yuejiao Wang
    Zaiming Liu
    Quansheng Liu
    Yingqiu Li
    Acta Mathematica Scientia, 2019, 39 : 1345 - 1362
  • [30] Valleys and the maximum local time for random walk in random environment
    Dembo, Amir
    Gantert, Nina
    Peres, Yuval
    Shi, Zhan
    PROBABILITY THEORY AND RELATED FIELDS, 2007, 137 (3-4) : 443 - 473
12345