Large deviations for a random walk in random environment
type: Item
instance of: scholarly article
title: Large deviations for a random walk in random environment
zbMATH Open document ID: 0820.60054
author: Andreas Greven
author: F. den Hollander
published in: The Annals of Probability
publication date: 1995-08-31T00:00:00Z
review text: Let \(\omega = (p_ x)_{x \in \mathbb{Z}}\) be a sequence of i.i.d. r.v.s taking values in (0,1). Given \(\omega\), let \((X_ n)_{n\geq 0}\) be a Markov chain with \(X_ 0 = 0\) and \(X_{n + 1} = X_ n + 1\) (resp. \(X_ n - 1\)) with probability \(p_{X_ n}\) (resp. \(1 - p_{X_ n}\)). It is shown that \(X_ n/n\) satisfies \[ \lim_{n \to \infty} {1\over n} \log P_ \omega(X_ n = [\theta_ n n]) = -I(\theta) \qquad \omega\text{-a.s. as } \theta_ n \to \theta \in [-1,1]. \] The ``rate function'' \(I\) is calculated explicitly in terms of random continued fractions. This leads to a classification and qualitative description of the shape of \(I\). The paper uses ideas from the authors [Probab. Theory Relat. Fields 91, No. 2, 195-249 (1992; Zbl 0744.60079)] and \textit{J.-B. Baillon, Ph. Clément} and the authors [J. Reine Angew. Math. 454, 181- 217 (1994; Zbl 0814.49033)].
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 82C44
zbMATH DE Number: 731987
zbMATH Keywords: random walk
zbMATH Keywords: random environment
zbMATH Keywords: large deviations
reviewed by: M. P. Quine
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988607
OpenAlex ID: W2000119783
DOI: 10.1214/AOP/1176988607
description: scientific article; zbMATH DE number 731987