EconPapers    
Economics at your fingertips  
 

Large deviations and phase transition for random walks in random nonnegative potentials

Markus Flury

Stochastic Processes and their Applications, 2007, vol. 117, issue 5, 596-612

Abstract: We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on . We complement the analysis of M.P.W. Zerner [Directional decay of the Green's function for a random nonnegative potential on , Ann. Appl. Probab. 8 (1996) 246-280], where a shape theorem on the Lyapunov functions and a large deviation principle in absence of the drift are achieved for the quenched setting.

Keywords: Random; walk; Random; potential; Path; measure; Lyapunov; function; Shape; theorem; Large; deviation; principle; Phase; transition (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(06)00136-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:117:y:2007:i:5:p:596-612

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:117:y:2007:i:5:p:596-612