A. Dembo et al., TAIL ESTIMATES FOR ONE-DIMENSIONAL RANDOM-WALK IN RANDOM ENVIRONMENT, Communications in Mathematical Physics, 181(3), 1996, pp. 667-683
Suppose that the integers are assigned i.i.d. random variables {omega(
x)} (taking values in the unit interval), which serve as an environmen
t. This environment defines a random walk {X(k)} (called a RWRE) which
, when at x, moves one step to the right with probability omega(x), an
d one step to the left with probability 1 - omega(x). Solomon (1975) d
etermined the almost-sure asymptotic speed (= rate of escape) of a RWR
E. For certain environment distributions where the drifts 2 omega(x) -
1 can take both positive and negative values, we show that the chance
of the RWRE deviating below this speed has a polynomial rate of decay
, and determine the exponent in this power law; for environments which
allow only positive and zero drifts, we show that these large-deviati
on probabilities decay like exp(-Cn(1/3)). This differs sharply from t
he rates derived by Greven and den-Hollander (1994) for large deviatio
n probabilities conditioned on the environment. As a by product we als
o provide precise tail and moment estimates for the total population s
ize in a Branching Process with Random Environment.