Concentrations for the simple random walk in unbounded nonnegative potentials

MaRDI QIDQ2790223zbMATH OpenFDO

Authors Naoki Kubota

Publication date 3 March 2016

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.06822, http://alea.impa.br/articles/v13/13-05.pdf

zbMATH Keywords

concentrationslarge deviationsLyapunov exponentrandom potentialssimple random walk

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

Abstract: We consider the simple random walk in i.i.d. nonnegative potentials on the multidimensional cubic lattice. Our goal is to investigate the cost paid by the simple random walk for traveling from the origin to a remote location in a landscape of potentials. In particular, we obtain concentration inequalities for the travel cost in unbounded nonnegative potentials.

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(3)

• Site monotonicity and uniform positivity for interacting random walks and the spin \(O(N)\) model with arbitrary \(N\)
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• Rank-one perturbation formulas for the planar simple random walk in random potentials

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