Large deviations and slowdown asymptotics for one-dimensional excited random walks

被引:13
|
作者
Peterson, Jonathon [1 ]
机构
[1] Purdue Univ, W Lafayette, IN 47907 USA
来源
基金
美国国家科学基金会;
关键词
Excited random walk; large deviations;
D O I
10.1214/EJP.v17-1726
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 study the large deviations of excited random walks on Z. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions. When the excited random walk is transient with positive speed v(0), then the large deviation rate function for the position of the excited random walk is zero on the interval [0, v(0)] and so probabilities such as P (X-n < nv) for v is an element of (0, v(0)) decay subexponentially. We show that rate of decay for such slowdown probabilities is polynomial of the order n(1-delta/2), where delta > 2 is the expected total drift per site of the cookie environment.
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页码:1 / 24
页数:24
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