Subexponential tail asymptotics for a random walk with randomly placed one-way nodes

Nina Gantert

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 1, page 1-16
  • ISSN: 0246-0203

How to cite

top

Gantert, Nina. "Subexponential tail asymptotics for a random walk with randomly placed one-way nodes." Annales de l'I.H.P. Probabilités et statistiques 38.1 (2002): 1-16. <http://eudml.org/doc/77708>.

@article{Gantert2002,
author = {Gantert, Nina},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {random walk in random environment; large deviations; extreme values},
language = {eng},
number = {1},
pages = {1-16},
publisher = {Elsevier},
title = {Subexponential tail asymptotics for a random walk with randomly placed one-way nodes},
url = {http://eudml.org/doc/77708},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Gantert, Nina
TI - Subexponential tail asymptotics for a random walk with randomly placed one-way nodes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 1
SP - 1
EP - 16
LA - eng
KW - random walk in random environment; large deviations; extreme values
UR - http://eudml.org/doc/77708
ER -

References

top
  1. [1] S. Alili, Asymptotic behaviour for random walks in random environments, J. Appl. Prob.36 (1999) 1-16. Zbl0946.60046MR1724844
  2. [2] Alili S., Chassaing P., Homogenization or slow diffusion for random walks with reflecting barriers, Tech. Rept. No 27, Prépublications de l'institut Élie Cartan, URA CNRS no 750, Université de Nancy, 1993. 
  3. [3] F. Comets, N. Gantert, O. Zeitouni, Quenched, annealed and functional large deviations for one dimensional random walk in random environment, Probab. Theory Relat. Fields118 (2000) 65-114. Zbl0965.60098MR1785454
  4. [4] P. Deheuvels, On the Erdo&#x030B;s–Rényi Theorem for random fields and sequences and its relationships with the theory of runs and spacings, Zeitschrift für Wahrscheinlichkeitstheorie verw. Gebiete70 (1985) 91-115. Zbl0548.60027
  5. [5] A. Dembo, Y. Peres, O. Zeitouni, Tail estimates for one-dimensional random walk in random environment, Commun. Math. Phys.181 (1996) 667-683. Zbl0868.60058MR1414305
  6. [6] N. Gantert, O. Zeitouni, Quenched sub-exponential tail estimates for one-dimensional random walk in random environment, Commun. Math. Phys.194 (1998) 177-190. Zbl0982.60037MR1628294
  7. [7] N. Gantert, O. Zeitouni, Large deviations for one-dimensional random walk in a random environment – a survey, in: Random Walks, Bolyai Society Mathematical Studies, 8, 1999, pp. 127-165. Zbl0953.60009
  8. [8] A. Greven, F. den Hollander, Large deviations for a random walk in random environment, Ann. Probab.22 (1994) 1381-1428. Zbl0820.60054MR1303649
  9. [9] M. Klass, The minimal growth rate of partial maxima, Ann. Probab.12 (1984) 380-389. Zbl0536.60038MR735844
  10. [10] M. Klass, The Robbins–Siegmund series criterion for partial maxima, Ann. Probab.13 (1985) 1369-1370. Zbl0576.60023
  11. [11] A. Pisztora, T. Povel, Large deviation principle for random walk in a quenched environment in the low speed regime, Ann. Probab.27 (1999) 1389-1413. Zbl0964.60056MR1733154
  12. [12] A. Pisztora, T. Povel, O. Zeitouni, Precise large deviations estimates for one dimensional random walk in random environment, Probab. Theory Relat. Fields113 (1999) 191-219. Zbl0922.60059MR1676839
  13. [13] F. Solomon, Random walks in random environment, Ann. Probab.3 (1975) 1-31. Zbl0305.60029MR362503
  14. [14] F. Spitzer, Principles of Random Walk, Springer, Berlin, 1976. Zbl0359.60003MR388547

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.