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arXiv:1202.5643 [math.PR]AbstractReferencesReviewsResources

Quenched large deviations for multidimensional random walk in random environment with holding times

Ryoki Fukushima, Naoki Kubota

Published 2012-02-25, updated 2013-09-06Version 2

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases.

Comments: This is the corrected version of the paper. 24 pages
Categories: math.PR
Subjects: 60K37, 60F10
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