Quenched, annealed and functional large deviations for one-dimensional random walk in random environment

• 成果类型: Article
• 署名作者: Comets, F; Gantert, N; Zeitouni, O
• 署名单位: Universite Paris Cite; Technical University of Berlin; Technion Israel Institute of Technology
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s004400000074
• 发表日期: 2000
• 页码: 65-114
• 关键词: markov process expectations; asymptotic evaluation; large time

摘要

Suppose that the integers are assigned random variables {omega(i)} (taking values in the unit interval), which serve as an environment. This environment defines a random walk {X-n} (called a RWRE) which, when at i, moves one step to the right with probability omega(i), and one step to the left with probability 1 - omega(i). When the {omega(i)} sequence is i.i.d., Greven and den Hollander (1994) proved a large deviation principle for X-n/n, conditional upon the environment, with deterministic rate function. We consider in this paper large deviations, both conditioned on the environment (quenched) and averaged on the environment (annealed), for the RWRE, in the ergodic environment case. The annealed rate function is the solution of a variational problem involving the quenched rate function and specific relative entropy. We also give a detailed qualitative description of the resulting rate functions. Our techniques differ from those of Greven and den Hollander, and allow us to present also a trajectorial (quenched) large deviation principle.