Small deviation for Random walk with random environment in time

Authors: You Lv

Abstract: We give the random environment version of Mogul'skiv{i} estimation in quenched sense.Assume that

(called environment) is a sequence of i.i.d. random probability measures on

~ Let

be a sequence of independent random variables, where

X_{n}

has law

m u_{n} .

We set

S_{n} = s u m_{i = 1}^{n} X_{i} .

Under some integrability conditions, we show that on the log scale, for any power function

f

. the decay rate of

�fP_mu(forall_{0leq ileq n} S_{f(n)+i}in[g(i/n)n^{alpha},h(i/n)n^{alpha}]|S_{f(n)}=x)

is

e^{- c n^{1 - 2 a l p h a}}

almost surely as

n i g h t a r r o w + i n f t y

, where

c > 0, a l p h a i n (0, f r a c 12),

g, h i n m a t h c a l C [0, 1]

(the set of all continuous functions defined on

[0, 1]),

g (s) < h (s), f o r a l l s i n [0, 1],

and

x i n (g (0), h (0)) .

The main result of this paper is also a basic tool in the researching of Branching random walk in random environment with selection.

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