Tail estimates for one-dimensional random walk in random environment
نویسندگان
چکیده
Suppose that the integers are assigned i.i.d. random variables f! x g (taking values in the unit interval), which serve as an environment. This environment deenes a random walk fX k g (called a RWRE) which, when at x, moves one step to the right with probability ! x , and one step to the left with probability 1 ? ! x. Solomon (1975) determined the almost-sure asymptotic speed (=rate of escape) of a RWRE. For certain environment distributions where the drifts 2! x ? 1 can take both positive and negative values, we show that the chance of the RWRE deviating below this speed has a polynomial rate of decay, and determine the exponent in this power law; for environments which allow only positive and zero drifts, we show that these large-deviation probabilities decay like exp(?Cn 1=3). This diiers sharply from the rates derived by Greven and den-Hollander (1994) for large deviation probabilities conditioned on the environment. As a by product we also provide precise tail and moment estimates for the total population size in a Branching Process with Random Environment.
منابع مشابه
A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS
A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...
متن کاملQuenched sub{exponential tail estimates for one-dimensional random walk in random environment
Suppose that the integers are assigned i.i.d. random variables f! x g (taking values in the unit interval), which serve as an environment. This environment deenes a random walk fX n g (called a RWRE) which, when at x, moves one step to the right with probability ! x , and one step to the left with probability 1?! x. Solomon (1975) determined the almost-sure asymptotic speed v (=rate of escape) ...
متن کاملOn two-dimensional random walk among heavy-tailed conductances
We consider a random walk among unbounded random conductances on the two-dimensional integer lattice. When the distribution of the conductances has an infinite expectation and a polynomial tail, we show that the scaling limit of this process is the fractional kinetics process. This extends the results of the paper [BČ10] where a similar limit statement was proved in dimension d ≥ 3. To make thi...
متن کاملAnomalous Heat-kernel Decay for Random Walk among Polynomial Lower Tail Random Conductances
ABSTRACT. We consider the nearest-neighbor simple random walk on Zd, d ≥ 4, driven by a field of i.i.d. random nearest-neighbor conductances ωxy ∈ [0, 1]. Our aim is to derive estimates of the heat-kernel decay in a case where ellipticity assumption is absent. We consider the case of independant conductances with polynomial tail near 0 and obtain for almost every environment an anomalous lower ...
متن کاملSurvival time of random walk in random environment among soft obstacles
We consider a RandomWalk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are indepen...
متن کامل