Quenched small deviation for the trajectory of a random walk with time-inhomogeneous random environment

2021/10/30 by Lv, You, Hong, Wenming
#60G50 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2111.00268

Abstract

We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\uı (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment), which is specified in terms of the quenched and annealed variance.

Related

• Limiting distributions and large deviations for random walks in random environments
• Quenched large deviations for multidimensional random walk in random environment: a variational formula
• Large deviations at the origin of random walk in random environment
• Quenched large deviations for random walk in a random environment
• Random walks in a random environment