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2019 Random walk in cooling random environment: ergodic limits and concentration inequalities
Luca Avena, Yuki Chino, Conrado da Costa, Frank den Hollander
Electron. J. Probab. 24: 1-35 (2019). DOI: 10.1214/19-EJP296

Abstract

In previous work by Avena and den Hollander [3], a model of a random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a given sequence of times. In the regime where the increments of the resampling times diverge, which is referred to as the cooling regime, a weak law of large numbers and certain fluctuation properties were derived under the annealed measure, in dimension one. In the present paper we show that a strong law of large numbers and a quenched large deviation principle hold as well. In the cooling regime, the random walk can be represented as a sum of independent variables, distributed as the increments of a random walk in a static random environment over diverging periods of time. Our proofs require suitable multi-layer decompositions of sums of random variables controlled by moment bounds and concentration estimates. Along the way we derive two results of independent interest, namely, concentration inequalities for the random walk in the static random environment and an ergodic theorem that deals with limits of sums of triangular arrays representing the structure of the cooling regime. We close by discussing our present understanding of homogenisation effects as a function of the cooling scheme, and by hinting at what can be done in higher dimensions. We argue that, while the cooling scheme does not affect the speed in the strong law of large numbers nor the rate function in the large deviation principle, it does affect the fluctuation properties.

Citation

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Luca Avena. Yuki Chino. Conrado da Costa. Frank den Hollander. "Random walk in cooling random environment: ergodic limits and concentration inequalities." Electron. J. Probab. 24 1 - 35, 2019. https://doi.org/10.1214/19-EJP296

Information

Received: 25 October 2018; Accepted: 17 March 2019; Published: 2019
First available in Project Euclid: 9 April 2019

zbMATH: 07055676
MathSciNet: MR3940768
Digital Object Identifier: 10.1214/19-EJP296

Subjects:
Primary: 60F05, 60F10, 60G50, 60K37

JOURNAL ARTICLE
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Vol.24 • 2019
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