Tail estimates for one-dimensional random walk in random environment

نویسندگان

  • Amir Dembo
  • Yuval Peres
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.

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تاریخ انتشار 1995