Averaged vs. quenched large deviations and entropy for random walk in a dynamic random environment

DOI10.1214/17-EJP74MaRDI QIDQ2362564zbMATH OpenOpenAlexFDO

Authors Firas Rassoul-Agha, Timo Seppäläinen, Atilla Yilmaz

Publication date 10 July 2017

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.07000, https://projecteuclid.org/euclid.ejp/1499306456

zbMATH Keywords

Donsker-Varadhan relative entropyDoob \(h\)-transformdynamic random environmentempirical processlarge deviationsnonstationary processrandom walkspecific relative entropy

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Abstract: We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the level-3 averaged and quenched large deviation principles from the point of view of the particle. In the averaged case the rate function is a specific relative entropy, while in the quenched case it is a Donsker-Varadhan type relative entropy for Markov processes. We relate these entropies to each other and seek to identify the minimizers of the level-3 to level-1 contractions in both settings. Motivation for this work comes from variational descriptions of the quenched free energy of directed polymer models where the same Markov process entropy appears.

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(7)

• On large deviation rate functions for a continuous-time directed polymer in weak disorder
• Large deviations and wandering exponent for random walk in a dynamic beta environment
• The effect of disorder on quenched and averaged large deviations for random walks in random environments: boundary behavior
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• Empirical Measures, Geodesic Lengths, and a Variational Formula in First-Passage Percolation
• Quenched large deviations in renewal theory
• Interlacing sequences resulting from an interval split-merge dynamics and the induced probability measures

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