The Annals of Probability

On a Class Of Transient Random Walks in Random Environment

Alain­Sol Sznitman
Source: Ann. Probab. Volume 29, Number 2 (2001), 724-765.

Abstract

We introduce in this article a class of transient random walks in a random environment on $\mathbb{Z}^d$. When $d\ge 2$, these walks are ballistic and we derive a law of large numbers, a central limit theorem and large-deviation estimates. In the so-called nestling situation, large deviations in the neighborhood of the segment $[0, v]$, $v$ being the limiting velocity, are critical. They are of special interest in view of their close connection with the presence of traps in the medium, that is, pockets where a certain spectral parameter takes atypically low values.

First Page: Show Hide
Primary Subjects: 60K40, 82D30
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1008956691
Digital Object Identifier: doi:10.1214/aop/1008956691
Mathematical Reviews number (MathSciNet): MR1849176
Zentralblatt MATH identifier: 1017.60106

References

[1] Aldous, D. and Fill, J. (2001). Reversible Markov chains and random walks on graphs. Available at http://www.stat.berkeley.edu/users/aldous/book.html.
[2] Bricmont, J. and Kupiainen, A. (1991). Random walks in asymmetric random environments. Comm. Math. Phys. 142 345-420.
Mathematical Reviews (MathSciNet): MR93d:82045
Zentralblatt MATH: 0734.60112
Digital Object Identifier: doi:10.1007/BF02102067
Project Euclid: euclid.cmp/1104248589
[3] Chung, K. L. (1960). Markov Chains with Stationary Transition Probabilities. Springer, Berlin.
Mathematical Reviews (MathSciNet): MR116388
[4] Comets, F, Gantert, N. and Zeitouni, O. (2000). Quenched, annealed and functional large deviations for one-dimensional random walk in random environment. Probab. Theory Relat. Fields 118 65-114.
Mathematical Reviews (MathSciNet): MR1785454
Zentralblatt MATH: 0965.60098
[5] Dembo, A, Peres, Y. and Zeitouni, O. (1996). Tail estimates for one-dimensional random walk in random environment. Comm. Math. Phys. 181 667-683.
Mathematical Reviews (MathSciNet): MR97h:60074
Zentralblatt MATH: 0868.60058
Digital Object Identifier: doi:10.1007/BF02101292
Project Euclid: euclid.cmp/1104287907
[6] Gantert, N. and Zeitouni, O. (1998). Quenched sub-exponential tail estimates for onedimensional random walk in random environment. Comm. Math. Phys. 194 166-190.
Mathematical Reviews (MathSciNet): MR99g:60186
Zentralblatt MATH: 0982.60037
Digital Object Identifier: doi:10.1007/s002200050354
[7] Kalikow, S. A. (1981). Generalized random walk in a random enviroment. Ann. Probab. 9 753-768.
Mathematical Reviews (MathSciNet): MR628871
Digital Object Identifier: doi:10.1214/aop/1176994306
Project Euclid: euclid.aop/1176994306
[8] Kesten, H. (1977). A renewal theorem for random walk in a random enviroment. Proc. Sympos. Pure Math. 31 66-77.
Mathematical Reviews (MathSciNet): MR458648
Zentralblatt MATH: 0361.60030
[9] Kesten, H., Kozlov, M. V. and Spitzer, F. (1975). A limit law for random walk in a random environment. Compositio Math. 30 145-168.
Mathematical Reviews (MathSciNet): MR52:1895
Zentralblatt MATH: 0388.60069
[10] Pisztora, A. and Povel, T. (1999). Large deviation principle for random walk in a quenched random environment in the low speed regime. Ann. Probab. 27 1389-1413.
Mathematical Reviews (MathSciNet): MR2001b:60125
Digital Object Identifier: doi:10.1214/aop/1022677453
Project Euclid: euclid.aop/1022677453
[11] Pisztora, A., Povel, T. and Zeitouni, O. (1999). Precise large deviation estimates for onedimensional random walk in random environment. Probab. Theory Related Fields 113 191-219.
Mathematical Reviews (MathSciNet): MR99m:60048
Zentralblatt MATH: 0922.60059
Digital Object Identifier: doi:10.1007/s004400050206
[12] Solomon, F. (1975). Random walk in a random environment. Ann. Probab. 3 1-31.
Mathematical Reviews (MathSciNet): MR50:14943
Digital Object Identifier: doi:10.1214/aop/1176996444
[13] Sznitman, A. S. (1998). Brownian Motion, Obstacles and Random Media. Springer, New York.
Mathematical Reviews (MathSciNet): MR2001h:60147
Zentralblatt MATH: 0973.60003
[14] Sznitman, A. S. (1999). Slowdown and neutral pockets for a random walk in random environment. Probab. Theory Related Fields 115 287-323.
Mathematical Reviews (MathSciNet): MR2001a:60035
Zentralblatt MATH: 0947.60095
Digital Object Identifier: doi:10.1007/s004400050239
[15] Sznitman, A. S. (2000). Slowdown estimates and central limit theorem for random walks in random environment. J. European Math. Soc. 2 93-143.
Mathematical Reviews (MathSciNet): MR2001j:60192
Zentralblatt MATH: 0976.60097
Digital Object Identifier: doi:10.1007/s100970050001
[16] Sznitman, A. S. and Zerner, M. P. W. (1999). A law of large numbers for random walks in random environment. Ann. Probab. 27 1851-1869.
Mathematical Reviews (MathSciNet): MR2001f:60116
Zentralblatt MATH: 0965.60100
Digital Object Identifier: doi:10.1214/aop/1022874818
Project Euclid: euclid.aop/1022874818
[17] Zerner, M. P. W. (1998). Lyapunovexponents and quenched large deviation for multidimensional random walk in random environment. Ann. Probab. 26 1446-1476.
Mathematical Reviews (MathSciNet): MR1675027
Digital Object Identifier: doi:10.1214/aop/1022855870
Project Euclid: euclid.aop/1022855870

2012 © Institute of Mathematical Statistics

The Annals of Probability

The Annals of Probability