Annealed deviations of random walk in random scenery

DOI10.1016/J.ANIHPB.2005.12.002MaRDI QIDQ868050zbMATH OpenOpenAlexFDO

Authors Nina Gantert, W. König, Zhan Shi

Publication date 19 February 2007

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0408327, http://www.numdam.org/item?id=AIHPB_2007__43_1_47_0, http://www.numdam.org/item?id=AIHPB_2007__43_1_47_0/, https://eudml.org/doc/77924

zbMATH Keywords

large deviationslocal timerandom walk in random sceneryvariational formulas

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55) Processes in random environments (60K37)

Abstract: Let $(Z_n{)}_{ninN}$ be a $d$-dimensional {it random walk in random scenery}, i.e., $Z_n=su{m}_{k=0}^{n-1}Y(S_k)$ with $(S_k{)}_{kin{N}_0}$ a random walk in $$ and $$ an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and finite variance. We identify the speed and the rate of the logarithmic decay of $P(frac1n{Z}_n>b_n)$ for various choices of sequences $(b_n{)}_n$ in $[1,infty)$. Depending on $(b_n{)}_n$ and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work cite{AC02} by A. Asselah and F. Castell, we consider sceneries {it unbounded} to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen cite{C03}.

Review text

Let \((Z_n)_{n=1,2,\dots}\) be a \(d\)-dimensional random walk in random scenery, i.e., \(Z_n=\sum_{k=0}^{n-1} Y(S_k)\) with \((S_k)_{k=0,1,\dots}\) a random walk in \(\mathbb{Z}^d\) and \((Y(z))_{z \in \mathbb{Z}^d}\) an i.i.d. scenery, independent of the walk. The walker's step has mean zero and some finite exponential moments. The speed and the rate of \(\log P(n^{-1}Z_n >b_n)\) are identified for various choices of sequences \((b_n)_{n=1,2,\dots}\). For example, the so-called very large deviations are defined by requirements \(1 \ll b_n\ll n^{1/q}\) for some \(q>0\). Depending on \((b_n)_n\) and the upper tails of the scenery, the authors identify different regimes for the speed of \(\log P(n^{-1}Z_n >b_n)\) and different variational formulas for the rate functions. The considered problem has been previously addressed in the work of \textit{A. Asselah} and \textit{F. Castell} [Probab. Theory Relat. Fields 126, No.~4, 497--527 (2003; Zbl 1043.60018)]. The main novelty of the paper is the study of arbitrary sceneries unbounded to \(+\infty\) and general scale functions \(b_n \gg 1\) in the discrete setting. The results of the article have interesting connections to large deviation properties of self-intersections of the walk, which have been studied by \textit{X. Chen} [Ann. Probab. 32, No.~4, 3248--3300 (2004; Zbl 1067.60071)].

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Cited in

(25)

• Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
• Quenched tail estimate for the random walk in random scenery and in random layered conductance
• Scaling exponents of random walks in random sceneries.
• Self-intersection local times of random walks: exponential moments in subcritical dimensions
• Moderate deviations for the self-normalized random walk in random scenery
• Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps
• Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\)
• Joint density for the local times of continuous-time Markov chains
• Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
• Large deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\)
• Deviations of a random walk in a random scenery with stretched exponential tails
• Upper tails of self-intersection local times of random walks: survey of proof techniques
• Empirical processes for recurrent and transient random walks in random scenery
• Some remarks on the large deviation of the visited sites of simple random walk in random scenery
• Non-Gaussian fluctuations of randomly trapped random walks
• Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
• Quenched and averaged large deviations for random walks in random environments: the impact of disorder
• A local limit theorem for random walks in random scenery and on randomly oriented lattices
• Crossing velocities for an annealed random walk in a random potential
• The sequential empirical process of a random walk in random scenery
• Quenched tail estimate for the random walk in random scenery and in random layered conductance. II.
• Large deviations for trapped interacting Brownian particles and paths
• A note on random walk in random scenery
• The universality classes in the parabolic Anderson model
• Moderate deviations for a random walk in random scenery

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