We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate function related to a relative entropy.
Nous considérons une marche aléatoire en environnement aléatoire ergodique. La marche est elliptique et à pas bornés. Nous prouvons un principe de grandes déviations au niveau 3, sous presque tout environnement, avec une fonctionnelle d'action liée à une entropie relative.
Keywords: random walk, random environment, RWRE, large deviation, environment process, relative entropy, homogenization
@article{AIHPB_2011__47_1_214_0, author = {Rassoul-Agha, Firas and Sepp\"al\"ainen, Timo}, title = {Process-level quenched large deviations for random walk in random environment}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {214--242}, publisher = {Gauthier-Villars}, volume = {47}, number = {1}, year = {2011}, doi = {10.1214/10-AIHP369}, mrnumber = {2779403}, language = {en}, url = {http://www.numdam.org/articles/10.1214/10-AIHP369/} }
TY - JOUR AU - Rassoul-Agha, Firas AU - Seppäläinen, Timo TI - Process-level quenched large deviations for random walk in random environment JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2011 SP - 214 EP - 242 VL - 47 IS - 1 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/10-AIHP369/ DO - 10.1214/10-AIHP369 LA - en ID - AIHPB_2011__47_1_214_0 ER -
%0 Journal Article %A Rassoul-Agha, Firas %A Seppäläinen, Timo %T Process-level quenched large deviations for random walk in random environment %J Annales de l'I.H.P. Probabilités et statistiques %D 2011 %P 214-242 %V 47 %N 1 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/10-AIHP369/ %R 10.1214/10-AIHP369 %G en %F AIHPB_2011__47_1_214_0
Rassoul-Agha, Firas; Seppäläinen, Timo. Process-level quenched large deviations for random walk in random environment. Annales de l'I.H.P. Probabilités et statistiques, Volume 47 (2011) no. 1, pp. 214-242. doi : 10.1214/10-AIHP369. http://www.numdam.org/articles/10.1214/10-AIHP369/
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