Annealed deviations of random walk in random scenery

DOI10.1016/J.ANIHPB.2005.12.002MaRDI QIDQ868050zbMATH OpenOpenAlexFDO

Authors Nina Gantert, W. König, Zhan Shi

Publication date 19 February 2007

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/math/0408327, http://www.numdam.org/item?id=AIHPB_2007__43_1_47_0, http://www.numdam.org/item?id=AIHPB_2007__43_1_47_0/, https://eudml.org/doc/77924

zbMATH Keywords

large deviationslocal timevariational formulasrandom walk in random scenery

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55) Processes in random environments (60K37)

Abstract: Let $(Z_n{)}_{ninN}$ be a $d$-dimensional {it random walk in random scenery}, i.e., $Z_n=su{m}_{k=0}^{n-1}Y(S_k)$ with $(S_k{)}_{kin{N}_0}$ a random walk in $$ and $$ an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and finite variance. We identify the speed and the rate of the logarithmic decay of $P(frac1n{Z}_n>b_n)$ for various choices of sequences $(b_n{)}_n$ in $[1,infty)$. Depending on $(b_n{)}_n$ and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work cite{AC02} by A. Asselah and F. Castell, we consider sceneries {it unbounded} to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen cite{C03}.

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Cited in

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• Joint density for the local times of continuous-time Markov chains
• A note on random walk in random scenery
• Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps
• Moderate deviations for the self-normalized random walk in random scenery
• Self-intersection local times of random walks: exponential moments in subcritical dimensions
• Upper tails of self-intersection local times of random walks: survey of proof techniques
• Quenched tail estimate for the random walk in random scenery and in random layered conductance. II.
• A local limit theorem for random walks in random scenery and on randomly oriented lattices
• Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
• Non-Gaussian fluctuations of randomly trapped random walks
• Some remarks on the large deviation of the visited sites of simple random walk in random scenery
• Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
• Quenched and averaged large deviations for random walks in random environments: the impact of disorder
• Crossing velocities for an annealed random walk in a random potential
• Large deviations for trapped interacting Brownian particles and paths
• Deviations of a random walk in a random scenery with stretched exponential tails
• Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\)
• Quenched tail estimate for the random walk in random scenery and in random layered conductance
• Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
• Moderate deviations for a random walk in random scenery
• Scaling exponents of random walks in random sceneries.
• Large deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\)
• The universality classes in the parabolic Anderson model
• Empirical processes for recurrent and transient random walks in random scenery
• The sequential empirical process of a random walk in random scenery

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