Large deviations for processes in random environments with jumps

DOI10.1214/EJP.V16-962zbMATH Open1244.60028arXiv0911.1809MaRDI QIDQ428588FDOQ428588

Ivan Matic

Publication date: 22 June 2012

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

Abstract: A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We study the exponential decay of the probabilities that the walk will reach sites located far away from the origin. We also study a similar problem for the continuous analogue: the process that is a solution to an ODE with random coefficients. In this second model the environment also has "teleports" which are the regions from where the process can make discontinuous jumps.

Full work available at URL: https://arxiv.org/abs/0911.1809

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zbMATH Keywords

large deviationsdeterministic walks in random environmentsprocesses in random environments

Mathematics Subject Classification ID

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

Cited In (5)

• On Sequences of Random Processes with Tight Jump Majorization
• Inequalities with determinants of perturbed positive matrices
• Title not available (Why is that?)
• Jump-diffusion processes in random environments
• Large deviations for SPDEs of jump type

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