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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.

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Scopus Subject Areas:Physical Sciences > Statistics and Probability
Physical Sciences > Modeling and Simulation
Physical Sciences > Applied Mathematics
Language:English
Date:2007
Deposited On:04 Nov 2009 15:28
Last Modified:07 Jan 2025 04:37
Publisher:Elsevier
ISSN:0304-4149
OA Status:Hybrid
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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