Quenched and averaged large deviations for random walks in random environments: The impact of disorder

IF 1.4 2区 数学 Q2 STATISTICS & PROBABILITY
Rodrigo A. Bazaes, Chiranjib Mukherjee, A. Ramírez, S. Saglietti
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引用次数: 1

Abstract

In 2003, Varadhan ( Comm. Pure Appl. Math. 56 (2003) 1222–1245) developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on Z d . One fundamental question which remained open was to determine when the quenched and averaged large deviation rate functions agree, and when they do not. In this article we show that for RWRE in uniformly elliptic and i.i.d. environment in d ≥ 4, the two rate functions agree on any compact set contained in the interior of their domain which does not contain the origin, provided that the disorder of the environment is sufficiently low. Our result provides a new formulation which encompasses a set of sufficient conditions under which these rate functions agree without assuming that the RWRE is ballistic (see ( Probab. Theory Related Fields 149 (2011) 463–491)), satisfies a CLT or even a law of large numbers ( Electron. Commun. Probab. 7 (2002)191–197; Ann. Probab. 36 (2008) 728–738). Also, the equality of rate functions is not restricted to neighborhoods around given points, as long as the disorder of the environment is kept low. One of the novelties of our approach is the introduction of an auxiliary random walk in a deterministic environment which is itself ballistic (regardless of the actual RWRE behavior) and whose large deviation properties approximate those of the original RWRE in a robust manner, even if the original RWRE is not ballistic itself.
随机环境中随机行走的淬火和平均大偏差:无序的影响
2003年,Varadhan(Comm.Pure Appl.Math.56(2003)1222–1245)开发了一种稳健的方法,用于证明Z d上均匀椭圆和i.i.d.环境(RWRE)中随机游动的淬火和平均大偏差。一个悬而未决的基本问题是确定淬火和平均大偏差率函数何时一致,何时不一致。在本文中,我们证明了对于一致椭圆和d≥4的i.i.d.环境中的RWRE,只要环境的无序度足够低,两个速率函数在其域内部包含的任何不包含原点的紧集上都是一致的。我们的结果提供了一个新的公式,它包含了一组充分的条件,在这些条件下,这些速率函数一致,而不假设RWRE是弹道的(见(Probab.Theory Related Fields 149(2011)463–491)),满足CLT甚至大数律(Electron.Commun.Probab.7(2002)191–197;Ann.Probab。36(2008)728-738)。此外,速率函数的相等性不限于给定点周围的邻域,只要环境的无序性保持在较低水平即可。我们方法的新颖之处之一是在确定性环境中引入了辅助随机行走,该环境本身就是弹道的(与实际RWRE行为无关),并且其大偏差特性以稳健的方式近似于原始RWRE的大偏差特性,即使原始RWRE本身不是弹道的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Annals of Applied Probability
Annals of Applied Probability 数学-统计学与概率论
CiteScore
2.70
自引率
5.60%
发文量
108
审稿时长
6-12 weeks
期刊介绍: The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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