TAIL ESTIMATES FOR ONE-DIMENSIONAL RANDOM-WALK IN RANDOM ENVIRONMENT

Citation
A. Dembo et al., TAIL ESTIMATES FOR ONE-DIMENSIONAL RANDOM-WALK IN RANDOM ENVIRONMENT, Communications in Mathematical Physics, 181(3), 1996, pp. 667-683
Citations number
12
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
ISSN journal
00103616
Volume
181
Issue
3
Year of publication
1996
Pages
667 - 683
Database
ISI
SICI code
0010-3616(1996)181:3<667:TEFORI>2.0.ZU;2-D
Abstract
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.