Large deviations for the local times of a random walk among random conductances

Large Deviations for the Local times of a Random Walk among Random Conductances in a Growing Box

A Random Walk with Exponential Travel Times

Consider the random walk among N places with N(N - 1)/2 transports. We attach an exponential random variable Xij to each transport between places Pi and Pj and take these random variables mutually independent. If transports are possible or impossible independently with probability p and 1-p, respectively, then we give a lower bound for the distribution function of the smallest path at point log...

A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS

A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...

On two-dimensional random walk among heavy-tailed conductances

We consider a random walk among unbounded random conductances on the two-dimensional integer lattice. When the distribution of the conductances has an infinite expectation and a polynomial tail, we show that the scaling limit of this process is the fractional kinetics process. This extends the results of the paper [BČ10] where a similar limit statement was proved in dimension d ≥ 3. To make thi...

Large deviations for intersection local times in critical dimension

Let (X t , t ≥ 0) be a continuous time simple random walk on Z d , and let l T (x) be the time spent by (X t , t ≥ 0) on the site x up to time T. We prove a large deviations principle for the q-fold self-intersection local time I T = x∈Z d l T (x) q in the critical dimension d = 2q q−1. When q is integer, we obtain similar results for the intersection local times of q independent simple random ...