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 and in a typical environment, at a distance larger than () from its initial position, is .
Keywords: random walk in random environment, Sinai’s regime, $t$-stable point, moderate deviations
@article{PS_2004__8__56_0,
author = {Comets, Francis and Popov, Serguei},
title = {A note on quenched moderate deviations for {Sinai's} random walk in random environment},
journal = {ESAIM: Probability and Statistics},
pages = {56--65},
year = {2004},
publisher = {EDP Sciences},
volume = {8},
doi = {10.1051/ps:2004001},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ps:2004001/}
}
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 SP - 56 EP - 65 VL - 8 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ps:2004001/ DO - 10.1051/ps:2004001 LA - en ID - PS_2004__8__56_0 ER -
%0 Journal Article %A Comets, Francis %A Popov, Serguei %T A note on quenched moderate deviations for Sinai's random walk in random environment %J ESAIM: Probability and Statistics %D 2004 %P 56-65 %V 8 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/ps:2004001/ %R 10.1051/ps:2004001 %G en %F PS_2004__8__56_0
Comets, Francis; Popov, Serguei. A note on quenched moderate deviations for Sinai's random walk in random environment. ESAIM: Probability and Statistics, Tome 8 (2004), pp. 56-65. doi: 10.1051/ps:2004001
[1] and, Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment. Probab. Theory Relat. Fields 126 (2003) 571-609. | Zbl
[2] and, Large deviations for a random walk in random environment. Ann. Probab. 22 (1994) 1381-1428. | Zbl | MR
[3] and, The limits of Sinai's simple random walk in random environment. Ann. Probab. 26 (1998) 1477-1521. | Zbl
[4] and, Moderate deviations for diffusions with Brownian potentials. (2003) Preprint PMA-792 available at http://www.proba.jussieu.fr/mathdoc/preprints/index.html#2003 | Zbl
[5] , Random Walks and Random Environments. Vol. 2. Random Environments. The Clarendon Press, Oxford University Press, New York (1996). | Zbl | MR
[6] , 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). | Zbl
[7] , Probability. 2nd edn., Springer, New York (1989). | Zbl | MR
[8] , The limiting behavior of one-dimensional random walk in random medium. Theory Probab. Appl. 27 (1982) 256-268. | Zbl | MR
[9] , Lecture Notes on Random Walks in Random Environment. (2003) Preliminary version at http://www-ee.technion.ac.il/~zeitouni/ps/notes1.ps | MR
Cité par Sources :






