Large deviations and wandering exponent for random walk in a dynamic beta environment

Large deviations and wandering exponent for random walk in a dynamic beta environment
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DOI:
10.1214/18-aop1306
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发表时间:
2018-01
期刊:
The Annals of Probability
影响因子:
--
通讯作者:
M. Bal'azs;F. Rassoul-Agha;T. Seppalainen
M. Bal'azs;F. Rassoul-Agha;T. Seppalainen
中科院分区:
其他
文献类型:
--
作者:
M. Bal'azs;F. Rassoul-Agha;T. Seppalainen

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动态独立同分布中的随机游动。β随机环境,以非典型速度逃逸为条件,收敛到原始行走的Doob变换。Doob变换的环境在时间上是相关的,i.i.d.它的边际密度函数是贝塔密度和超几何函数的乘积。在其平均分布下,变换行走服从游荡指数2/3,符合Kardar-Parisi-Zhang普适性. Doob变换中的调和函数来自Busemann型极限,并且在淬火大偏差率函数的变分问题中作为极值出现。
Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its marginal density function is a product of a beta density and a hypergeometric function. Under its averaged distribution the transformed walk obeys the wandering exponent 2/3 that agrees with Kardar-Parisi-Zhang universality. The harmonic function in the Doob transform comes from a Busemann-type limit and appears as an extremal in a variational problem for the quenched large deviation rate function.