QUENCHED SUB-EXPONENTIAL TAIL ESTIMATES FOR ONE-DIMENSIONAL RANDOM-WALK IN RANDOM ENVIRONMENT

Citation
N. Gantert et O. Zeitouni, QUENCHED SUB-EXPONENTIAL TAIL ESTIMATES FOR ONE-DIMENSIONAL RANDOM-WALK IN RANDOM ENVIRONMENT, Communications in Mathematical Physics, 194(1), 1998, pp. 177-190
Citations number
8
Categorie Soggetti
Physycs, Mathematical","Physycs, Mathematical
ISSN journal
00103616
Volume
194
Issue
1
Year of publication
1998
Pages
177 - 190
Database
ISI
SICI code
0010-3616(1998)194:1<177:QSTEFO>2.0.ZU;2-H
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-n} (called a RWRE) which, when at x, moves one step to the right with probability omega(x), and one step to the left with probability 1 - omega(x). Solomon (1975) de termined the almost-sure asymptotic speed upsilon(alpha) (=rate of esc ape) of a RWRE. Greven and den Hollander (1994) have proved a large de viation principle for X-n/n, conditional upon the environment, with de terministic rate function. For certain environment distributions where the drifts 2 omega(x) - 1 can take both positive and negative values, their rate function vanishes on an interval (0, upsilon(alpha)). We f ind the rate of decay on this interval and prove it is a stretched exp onential of appropriate exponent, that is the absolute value of the lo g of the probability that the empirical mean X-n/n is smaller than ups ilon, upsilon is an element of (0, upsilon(alpha)), behaves roughly li ke a fractional power of n. The annealed estimates of Dembo, Peres and Zeitouni (1996) play a crucial role in the proof. We also deal with t he case of positive and zero drifts, and prove there a quenched decay of the form exp(-cn/(log n)(2)).