Large deviations for one-dimensional random walks on discrete point processes

Lingjiong Zhu

Statistics & Probability Letters, 2015, vol. 97, issue C, 69-75

Abstract: Berger and Rosenthal introduced a random walk model on discrete point processes, that is, a simple random walk defined on a random subset of Zd. In this article, we study both the quenched and the annealed large deviations for the one-dimensional case. Their rate functions are linked via a variational formula, analogous to the classical one-dimensional random walk in random environment.

Keywords: Large deviations; Random walks in random environment; Discrete point processes (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.11.008

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