Quenched large deviations for multidimensional random walk in random environment: a variational formula
Jeffrey M. Rosenbluth

TL;DR
This paper establishes a quenched large deviation principle for multidimensional random walks in random environments using a novel minimax approach, providing a variational formula for the rate function under minimal assumptions.
Contribution
It introduces a new technique based on a minimax theorem to derive the quenched large deviation principle, avoiding reliance on the subadditive ergodic theorem.
Findings
Proves a quenched large deviation principle for multidimensional RWRE.
Derives a variational formula for the quenched rate function.
Employs a minimax theorem technique instead of traditional methods.
Abstract
We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most of the previous results in this area rely on the subadditive ergodic theorem. We employ a different technique which is based on a minimax theorem. Large deviation principles for RWRE have been proven for i.i.d. nestling environments subject to a moment condition and for ergodic uniformly elliptic environments. We assume only that the environment is ergodic and the transition probabilities satisfy a moment condition.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Probability and Risk Models
