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
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Citations: View citations in EconPapers (2)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:117:y:2007:i:5:p:596-612
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