Quenched large deviations for multidimensional random walk in random environment with holding times
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Publication:482791
DOI10.1007/S10959-013-0514-ZzbMATH Open1306.60152arXiv1202.5643OpenAlexW3098606972MaRDI QIDQ482791FDOQ482791
Authors: Ryoki Fukushima, Naoki Kubota 
Publication date: 6 January 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases.
Full work available at URL: https://arxiv.org/abs/1202.5643
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Large deviations (60F10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)
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Cited In (5)
- Lyapunov exponents and law of large numbers for random walk in random environment with holding times
- On the annealed large deviation rate function for a multi-dimensional random walk in random environment
- Asymptotic behavior for random walk in random environment with holding times
- Some properties of the rate function of quenched large deviations for random walk in random environment
- Large deviations for random walk in random environment with holding times.
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