Harmonic functions, \(h\)-transform and large deviations for random walks in random environments in dimensions four and higher (Q2431516): Difference between revisions
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English | Harmonic functions, \(h\)-transform and large deviations for random walks in random environments in dimensions four and higher |
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Harmonic functions, \(h\)-transform and large deviations for random walks in random environments in dimensions four and higher (English)
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15 April 2011
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The article develops some results concerning large deviations for nearest-neigbor random walk in a uniformly elliptic i.i.d. environment on \(\mathbb{Z}^d\), \(d \geq 4\). There exist variational formulae for the quenched and annealed rate functions \(I_q(\xi)\) and \(I_a(\xi)\), obtained by Rosenbluth and Varadhan, respectively. Although \(I_a(\xi) \leq I_q(\xi)\), it has been previously shown that, under the \(T\)-condition of Sznitman, \(I_a(\xi)=I_q(\xi)\) on some open subset. In the article, another approach to finding minimizers of Rosenbluth's and Varadhan's variational formulae is proposed. It is based on the solution to the equation (which is Laplace-like in the continuum case) involving \(\xi\) and the original transition kernel of the walk and then on the definition of a new transition kernel via the \(h\)-transform of Doob. This new kernel corresponds to the required minimizers.
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random walk
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random environment
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large deviations
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harmonic functions
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Doob \(h\)-transform
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