Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher

DOI10.1214/10-AOP556MaRDI QIDQ2431516zbMATH OpenOpenAlexFDO

Authors Atilla Yilmaz

Publication date 15 April 2011

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.1429

zbMATH Keywords

Doob \(h\)-transformharmonic functionslarge deviationsrandom environmentrandom walk

Mathematics Subject Classification ID

Large deviations (60F10) Processes in random environments (60K37) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $mathbb{Z}^d$. There exist variational formulae for the quenched and averaged rate functions $I_q$ and $I_a$, obtained by Rosenbluth and Varadhan, respectively. $I_q$ and $I_a$ are not identically equal. However, when $dgeq4$ and the walk satisfies the so-called (T) condition of Sznitman, they have been previously shown to be equal on an open set $mathcal{A}_{mathiteq}$. For every $xiinmathcal{A}_{mathiteq}$, we prove the existence of a positive solution to a Laplace-like equation involving $xi$ and the original transition kernel of the walk. We then use this solution to define a new transition kernel via the h-transform technique of Doob. This new kernel corresponds to the unique minimizer of Varadhan's variational formula at $xi$. It also corresponds to the unique minimizer of Rosenbluth's variational formula, provided that the latter is slightly modified.

Review text

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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Cited in

(7)

• A shape theorem and a variational formula for the quenched Lyapunov exponent of random walk in a random potential
• Large deviations for one-dimensional random walks on discrete point processes
• The effect of disorder on quenched and averaged large deviations for random walks in random environments: boundary behavior
• Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential
• Equality of averaged and quenched large deviations for random walks in random environments in dimensions four and higher
• Quenched large deviations in renewal theory
• Existence of generalized Busemann functions and Gibbs measures for random walks in random potentials

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