Moderate deviations for a random walk in random scenery

DOI10.1016/J.SPA.2007.11.001MaRDI QIDQ952824zbMATH OpenOpenAlexFDO

Authors Klaus Fleischmann, Peter Mörters, Vitali Wachtel

Publication date 14 November 2008

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0604293

zbMATH Keywords

concentration inequalitiesCramér's conditiondependent random variableslarge deviationsmaximum of local timesmoderate deviation principlesmoderate deviation regimesprecise asymptoticsself-intersection local times

Mathematics Subject Classification ID

Large deviations (60F10) Processes in random environments (60K37)

Abstract: We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering all those regimes where rate and speed do not depend on the actual distribution of the scenery. In the case of dimension four and larger we even obtain precise asymptotics for the annealed probability of a moderate deviation, extending a classical central limit theorem of Kesten and Spitzer. In dimension three and larger, an important ingredient in the proofs are new concentration inequalities for self-intersection local times of random walks, which are of independent interest, whilst in dimension two we use a recent moderate deviation result for self-intersection local times, which is due to Bass, Chen and Rosen.

Review text

The cumulative scenery process of the random walk in random scenery \(\{X_n; n \geq 0\}\) is considered. Here \(X_n=\sum_{1\leq k\leq n} \xi(S_k)\) where \(\{S_n; n \geq 0\}\) is a symmetric and aperiodic walk on the lattice \(\mathbb{Z}^d\) with nondegenerate covariance matrix and \(\{\xi(z):z \in \mathbb{Z}^d\}\) is a scenery given by real-valued random variables, which are identically distributed, independent of each other and the walk and satisfy Cramér's condition. The authors consider moderate deviations of \(\{X_n; n \geq 0\}\) extending from the central limit scaling up to the point where either the deviation speed or the rate function starts to depend on the actual distribution of the scenery. For the case \(d \geq 4\) a precise asymptotics for the probability of a moderate deviation is obtained which extends a classical central limit theorem of Kesten and Spitzer. For \(d \geq 3\), an important ingredient in the proofs are new concentration inequalities for self-intersection local times, whilst for \(d \geq 2\) a recent moderate deviation result for self-intersection local times is used which is due to Bass, Chen and Rosen.

Recommendations

• Moderate deviations for stable random walks in random scenery
• Moderate deviations for one-dimensional random walk in random scenery
• Self-normalized moderate deviations for random walk in random scenery
• Annealed deviations of random walk in random scenery
• Moderate deviations for the self-normalized random walk in random scenery

Cites work

• A central limit theorem for two-dimensional random walks in random sceneries
• A limit theorem related to a new class of self similar processes
• A note on random walk in random scenery
• Annealed deviations of random walk in random scenery
• Annealed large deviations for diffusions in a random Gaussian shear flow drift.
• Deviations of a random walk in a random scenery with stretched exponential tails
• Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
• scientific article; zbMATH DE number 3649731 (Why is no real title available?)
• scientific article; zbMATH DE number 3658750 (Why is no real title available?)
• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)
• Large deviations for a Markov chain in a random landscape
• Large deviations for Brownian motion in a random scenery
• Large deviations of sums of independent random variables
• Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables
• Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
• Moderate deviations for diffusions in a random Gaussian shear flow drift
• Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\)
• Wiener's test for random walks with mean zero and finite variance

Cited in

(13)

• Quenched tail estimate for the random walk in random scenery and in random layered conductance
• The two regimes of moderate deviations for the range of a transient walk
• Moderate deviations for the self-normalized random walk in random scenery
• Self-normalized moderate deviations for random walk in random scenery
• Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
• Deviations of a random walk in a random scenery with stretched exponential tails
• The quenched limiting distributions of a charged-polymer model
• How to read a randomly mixed up message
• Some remarks on the large deviation of the visited sites of simple random walk in random scenery
• Moderate deviations for stable random walks in random scenery
• Moderate deviations for one-dimensional random walk in random scenery
• Annealed deviations of random walk in random scenery
• Shape transition under excess self-intersections for transient random walk

This page was built for publication: Moderate deviations for a random walk in random scenery

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q952824)