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Quenched small deviation for the trajectory of a random walk with random environment in time
Y. Lva, W. Hongb a College of Science, Donghua University, Shanghai, China
b School of Mathematical Sciences and Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing, China
Abstract:
We consider the small deviation probability for a random walk with random environment in time. Compared to [A. A. Mogul'skii, Theory Probab. Appl., 19 (1975), pp. 726–736], for the independent and identically
distributed (i.i.d.) random walk, the rate is smaller (due to the random
environment), which is specified in terms of the quenched and annealed
variance.
Keywords:
random environment, small deviation probability, partial sums of independent random variables.
Received: 08.10.2021 Revised: 14.06.2022
Citation:
Y. Lv, W. Hong, “Quenched small deviation for the trajectory of a random walk with random environment in time”, Teor. Veroyatnost. i Primenen., 68:2 (2023), 322–343; Theory Probab. Appl., 68:2 (2023), 267–284
Linking options:
https://www.mathnet.ru/eng/tvp5532https://doi.org/10.4213/tvp5532 https://www.mathnet.ru/eng/tvp/v68/i2/p322
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Abstract page: | 97 | Full-text PDF : | 8 | References: | 21 | First page: | 6 |
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