Averaged large deviations for random walk in a random environment

被引:7
|
作者
Yilmaz, Atilla [1 ]
机构
[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
基金
美国国家科学基金会;
关键词
Disordered media; Rare events; Rate function; Regeneration times; REVERSIBLE MARKOV-PROCESSES; QUENCHED LARGE DEVIATIONS; DIMENSIONAL RANDOM-WALK;
D O I
10.1214/09-AIHP332
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
In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on Z(d) with d >= 1, and gives a variational formula for the corresponding rate function I(a). Under Sznitman's transience condition (T), we show that I(a) is strictly convex and analytic on a non-empty open set A, and that the true velocity of the particle is an element (resp. in the boundary) of A when the walk is non-nestling (resp. nestling). We then identify the unique minimizer of Varadhan's variational formula at any velocity in A.
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页码:853 / 868
页数:16
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