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 language | English |
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Pages (from-to) | 996-1029 |
Number of pages | 34 |
Journal | Annals of Probability |
Volume | 32 |
Issue number | 1 B |
DOIs | |
State | Published - Jan 2004 |
Externally published | Yes |
Keywords
- Holding times
- Large deviations
- Random walk in random environment