Random walk in cooling random environment: ergodic limits and concentration inequalities

DOI10.1214/19-EJP296zbMATH Open1466.60038arXiv1803.03295MaRDI QIDQ2631864FDOQ2631864

Authors: Yuki Chino, Conrado da Costa, Luca Avena, F. den Hollander 

Publication date: 16 May 2019

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

Abstract: In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times. In the regime where the increments of the resampling times diverge, which is referred to as the cooling regime, a weak law of large numbers and certain fluctuation properties were derived under the annealed measure. In the present paper we show that a strong law of large numbers and a quenched large deviation principle hold as well. In the cooling regime, the random walk can be represented as a sum of independent variables, distributed as the increments of a random walk in a static random environment over increasing periods of time. Our proofs require suitable multi-layer decompositions of sums of random variables controlled by moments bounds and concentration estimates. Along the way we derive two results of independent interest, namely, a concentration inequality for the cumulants of the displacement in the static random environment and an ergodic theorem that deals with limits of sums of triangular arrays representing the structure of the cooling regime. We close by discussing our present understanding of homogenisation effects as a function of the speed of divergence of the increments of the resampling times.

Full work available at URL: https://arxiv.org/abs/1803.03295

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zbMATH Keywords

random walkconcentration inequalitieslarge deviation principlelaw of large numbersdynamic random environmentresampling times

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

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Cited In (8)

• Evolution of a passive particle in a one-dimensional diffusive environment
• Large deviations and wandering exponent for random walk in a dynamic beta environment
• Functional weak limit of random walks in cooling random environment
• The coin-turning walk and its scaling limit
• Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations
• Laws of large numbers for weighted sums of independent random variables: a game of mass
• Random walks in cooling random environments
• Symmetric exclusion as a random environment: invariance principle

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