Quenched large deviation principle for words in a letter sequence

DOI10.1007/S00440-009-0235-5zbMATH Open1243.60027arXiv0807.2611OpenAlexW2053365966MaRDI QIDQ707600FDOQ707600

Authors: Matthias Birkner, Andreas Greven, F. den Hollander 

Publication date: 8 October 2010

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: When we cut an i.i.d. sequence of letters into words according to an independent renewal process, we obtain an i.i.d. sequence of words. In the emph{annealed} large deviation principle (LDP) for the empirical process of words, the rate function is the specific relative entropy of the observed law of words w.r.t. the reference law of words. In the present paper we consider the emph{quenched} LDP, i.e., we condition on a typical letter sequence. We focus on the case where the renewal process has an emph{algebraic} tail. The rate function turns out to be a sum of two terms, one being the annealed rate function, the other being proportional to the specific relative entropy of the observed law of letters w.r.t. the reference law of letters, with the former being obtained by concatenating the words and randomising the location of the origin. The proportionality constant equals the tail exponent of the renewal process. Earlier work by Birkner considered the case where the renewal process has an exponential tail, in which case the rate function turns out to be the first term on the set where the second term vanishes and to be infinite elsewhere. The previous version (arXiv:0807.2611v2) appeared in Probab. Theory Relat. Fields 148, no. 3/4 (2010), 403--456. Meanwhile, it has turned out that the original proof of the representation of the rate function is flawed when the mean word length is infinite. We add an erratum in which we fix the flaw in the proof. Along the way we derive new representations of the rate function that are interesting in their own right. A key ingredient in the proof is the observation that if the rate function in the annealed large deviation principle is finite at a stationary word process, then the letters in the tail of the long words in this process are typical.

Full work available at URL: https://arxiv.org/abs/0807.2611

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zbMATH Keywords

entropyrenewal processlarge deviation principleletter sequence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Large deviations (60F10) Stationary stochastic processes (60G10)

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• Conditional large deviations for a sequence of words
• A new look at random projections of the cube and general product measures
• Directed polymers in a random environment: a review of the phase transitions
• Random Copolymers
• Stochastic sub-additivity approach to the conditional large deviation principle
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• Stochastic scrabble: large deviations for sequences with scores
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• Collision local time of transient random walks and intermediate phases in interacting stochastic systems
• Variational characterization of the critical curve for pinning of random polymers
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• Phase transitions for spatially extended pinning
• Copolymer with pinning: variational characterization of the phase diagram
• The free energy of the random walk pinning model

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