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Large deviations and phase transition for random walks in random nonnegative potentials


Flury, M (2007). Large deviations and phase transition for random walks in random nonnegative potentials. Stochastic Processes and their Applications, 117(5):596-612.

Abstract

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on View the MathML source. We complement the analysis of M.P.W. Zerner [Directional decay of the Green’s function for a random nonnegative potential on View the MathML source, Ann. Appl. Probab. 8 (1996) 246–280], where a shape theorem on the Lyapunov functions and a large deviation principle in absence of the drift are achieved for the quenched setting.

Abstract

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on View the MathML source. We complement the analysis of M.P.W. Zerner [Directional decay of the Green’s function for a random nonnegative potential on View the MathML source, Ann. Appl. Probab. 8 (1996) 246–280], where a shape theorem on the Lyapunov functions and a large deviation principle in absence of the drift are achieved for the quenched setting.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:2007
Deposited On:04 Nov 2009 15:28
Last Modified:06 Dec 2017 20:42
Publisher:Elsevier
ISSN:0304-4149
Publisher DOI:https://doi.org/10.1016/j.spa.2006.09.006
Related URLs:http://arxiv.org/abs/math/0609766
http://www.ams.org/mathscinet-getitem?mr=2320951

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