A note on quenched moderate deviations for Sinai’s random walk in random environment

Francis Comets; Serguei Popov

ESAIM: Probability and Statistics (2004)

  • Volume: 8, page 56-65
  • ISSN: 1292-8100

Abstract

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We consider the continuous time, one-dimensional random walk in random environment in Sinai’s regime. We show that the probability for the particle to be, at time t and in a typical environment, at a distance larger than t a ( 0 < a < 1 ) from its initial position, is exp { - Const · t a / [ ( 1 - a ) ln t ] ( 1 + o ( 1 ) ) } .

How to cite

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Comets, Francis, and Popov, Serguei. "A note on quenched moderate deviations for Sinai’s random walk in random environment." ESAIM: Probability and Statistics 8 (2004): 56-65. <http://eudml.org/doc/244669>.

@article{Comets2004,
abstract = {We consider the continuous time, one-dimensional random walk in random environment in Sinai’s regime. We show that the probability for the particle to be, at time $t$ and in a typical environment, at a distance larger than $t^a$ ($0&lt;a&lt;1$) from its initial position, is $\exp \lbrace -\{\rm Const\}\cdot t^a / [(1-a)\ln t] (1+o(1))\rbrace $.},
author = {Comets, Francis, Popov, Serguei},
journal = {ESAIM: Probability and Statistics},
keywords = {random walk in random environment; Sinai’s regime; $t$-stable point; moderate deviations; Random walk in random environment; Sinai's regime; -stable point},
language = {eng},
pages = {56-65},
publisher = {EDP-Sciences},
title = {A note on quenched moderate deviations for Sinai’s random walk in random environment},
url = {http://eudml.org/doc/244669},
volume = {8},
year = {2004},
}

TY - JOUR
AU - Comets, Francis
AU - Popov, Serguei
TI - A note on quenched moderate deviations for Sinai’s random walk in random environment
JO - ESAIM: Probability and Statistics
PY - 2004
PB - EDP-Sciences
VL - 8
SP - 56
EP - 65
AB - We consider the continuous time, one-dimensional random walk in random environment in Sinai’s regime. We show that the probability for the particle to be, at time $t$ and in a typical environment, at a distance larger than $t^a$ ($0&lt;a&lt;1$) from its initial position, is $\exp \lbrace -{\rm Const}\cdot t^a / [(1-a)\ln t] (1+o(1))\rbrace $.
LA - eng
KW - random walk in random environment; Sinai’s regime; $t$-stable point; moderate deviations; Random walk in random environment; Sinai's regime; -stable point
UR - http://eudml.org/doc/244669
ER -

References

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  1. [1] F. Comets and S.Yu. Popov, Limit law for transition probabilities and moderate deviations for Sinai’s random walk in random environment. Probab. Theory Relat. Fields 126 (2003) 571-609. Zbl1027.60091
  2. [2] A. Greven and F. den Hollander, Large deviations for a random walk in random environment. Ann. Probab. 22 (1994) 1381-1428. Zbl0820.60054MR1303649
  3. [3] Y. Hu and Z. Shi, The limits of Sinai’s simple random walk in random environment. Ann. Probab. 26 (1998) 1477-1521. Zbl0936.60088
  4. [4] Y. Hu and Z. Shi, Moderate deviations for diffusions with Brownian potentials. (2003) Preprint PMA–792 available at http://www.proba.jussieu.fr/mathdoc/preprints/index.html#2003 Zbl1066.60096
  5. [5] B. Hughes, Random Walks and Random Environments. Vol. 2. Random Environments. The Clarendon Press, Oxford University Press, New York (1996). Zbl0925.60076MR1420619
  6. [6] Z. Shi, Sinai’s Walk via Stochastic Calculus, in Milieux Aléatoires, F. Comets and E. Pardoux Eds., Société Mathématique de France, Paris, Panoramas et Synthèses 12 (2001). Zbl1031.60088
  7. [7] A. Shiryaev, Probability. 2nd edn., Springer, New York (1989). Zbl0835.60002MR1368405
  8. [8] Ya.G. Sinai, The limiting behavior of one-dimensional random walk in random medium. Theory Probab. Appl. 27 (1982) 256-268. Zbl0505.60086MR657919
  9. [9] O. Zeitouni, Lecture Notes on Random Walks in Random Environment. (2003) Preliminary version at http://www-ee.technion.ac.il/~zeitouni/ps/notes1.ps MR2071631

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