Large deviations for random walk in random environment with holding times

Amir Dembo, Nina Gantert, Ofer Zeitouni

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

Suppose that the integers are assigned the random variables {ωx, μx} (taking values in the unit interval times the space of probability measures on ℝ+), which serve as an environment. This environment defines a random walk {Xt} (called a RWREH) which, when at x, waits a random time distributed according to μx and then, after one unit of time, moves one step to the right with probability ωx, and one step to the left with probability 1 - ωx. We prove large deviation principles for X t/t, both quenched (i.e., conditional upon the environment), with deterministic rate function, and annealed (i.e., averaged over the environment). As an application, we show that for random walks on Galton-Watson trees, quenched and annealed rate functions along a ray differ.

Original languageEnglish
Pages (from-to)996-1029
Number of pages34
JournalAnnals of Probability
Volume32
Issue number1 B
DOIs
StatePublished - Jan 2004
Externally publishedYes

Keywords

  • Holding times
  • Large deviations
  • Random walk in random environment

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