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January 2009 Large deviations for random walk in a space–time product environment
Atilla Yilmaz
Ann. Probab. 37(1): 189-205 (January 2009). DOI: 10.1214/08-AOP400

Abstract

We consider random walk (Xn)n≥0 on ℤd in a space–time product environment ω∈Ω. We take the point of view of the particle and focus on the environment Markov chain (Tn, Xnω)n≥0 where T denotes the shift on Ω. Conditioned on the particle having asymptotic mean velocity equal to any given ξ, we show that the empirical process of the environment Markov chain converges to a stationary process μξ under the averaged measure. When d≥3 and ξ is sufficiently close to the typical velocity, we prove that averaged and quenched large deviations are equivalent and when conditioned on the particle having asymptotic mean velocity ξ, the empirical process of the environment Markov chain converges to μξ under the quenched measure as well. In this case, we show that μξ is a stationary Markov process whose kernel is obtained from the original kernel by a Doob h-transform.

Citation

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Atilla Yilmaz. "Large deviations for random walk in a space–time product environment." Ann. Probab. 37 (1) 189 - 205, January 2009. https://doi.org/10.1214/08-AOP400

Information

Published: January 2009
First available in Project Euclid: 17 February 2009

zbMATH: 1159.60355
MathSciNet: MR2489163
Digital Object Identifier: 10.1214/08-AOP400

Subjects:
Primary: 60K37
Secondary: 60F10

Keywords: Doob h-transform , Dynamical random environment , Rare events

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.37 • No. 1 • January 2009
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