Maximal displacement for bridges of random walks in a random environment

DOI10.1214/10-AIHP378zbMATH Open1262.60096arXiv0910.4927MaRDI QIDQ720736FDOQ720736

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)

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 $C,C^{\prime }>0$.

Full work available at URL: https://arxiv.org/abs/0910.4927

Recommendations

• Publication:3200339
• Conditional limit theorem for the maximum of a random walk in random environment
• On a class of transient random walks in random environment
• scientific article; zbMATH DE number 4180473
• Many visits to a single site by a transient random walk in random environment.

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)

Cites Work

• Title not available (Why is that?)
• Random walks in a random environment
• Tail estimates for one-dimensional random walk in random environment
• Title not available (Why is that?)
• Quenched, annealed and functional large deviations for one-dimensional random walk in random environment
• Title not available (Why is that?)
• Limit laws for transient random walks in random environment on \(\mathbb Z\)
• Large deviations for a random walk in random environment
• On slowdown and speedup of transient random walks in random environment
• Quenched sub-exponential tail estimates for one-dimensional random walk in random environment
• Precise large deviation estimates for a one-dimensional random walk in a random environment
• Large deviation principle for random walk in a quenched random environment in the flow speed regime
• Subexponential tail asymptotics for a random walk with randomly placed one-way nodes

Cited In (3)

• Maximal displacement in a branching random walk through interfaces
• Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment
• Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments

This page was built for publication: Maximal displacement for bridges of random walks in a random environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q720736)