Maximal displacement for bridges of random walks in a random environment

DOI10.1214/10-AIHP378MaRDI QIDQ720736zbMATH OpenFDO

Authors Nina Gantert, Jonathon Peterson

Publication date 11 October 2011

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.4927, https://eudml.org/doc/240383

zbMATH Keywords

moderate deviationsrandom walk in random environment

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

Abstract: It is well known that the distribution of simple random walks on $$ conditioned on returning to the origin after $2n$ steps does not depend on $p=P(S_1=1)$, the probability of moving to the right. Moreover, conditioned on $S_{2n}=0$ the maximal displacement $ma{x}_{kleq2n}|S_k|$ converges in distribution when scaled by $sqrtn$ (diffusive scaling). We consider the analogous problem for transient random walks in random environments on $$. We show that under the quenched law $P_{o}mega$ (conditioned on the environment $omega$), the maximal displacement of the random walk when conditioned to return to the origin at time $2n$ is no longer necessarily of the order $sqrtn$. If the environment is nestling (both positive and negative local drifts exist) then the maximal displacement conditioned on returning to the origin at time $2n$ is of order $n^{kappa/(kappa+1)}$, where the constant $kappa>0$ depends on the law on environment. On the other hand, if the environment is marginally nestling or non-nestling (only non-negative local drifts) then the maximal displacement conditioned on returning to the origin at time $2n$ is at least $n^{1-varepsilon}$ and at most $n/(lnn{)}^{2-varepsilon}$ for any $varepsilon>0$. As a consequence of our proofs, we obtain precise rates of decay for $P_{o}mega(X_{2n}=0)$. In particular, for certain non-nestling environments we show that $P_{o}mega(X_{2n}=0)=exp-Cn-C^{\prime }n/(lnn{)}^2+o(n/(lnn{)}^2)$ with explicit constants $C,C^{\prime }>0$.

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