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

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.

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Year of publication:	2015
Authors:	Zhu, Lingjiong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 97.2015, C, p. 69-75
Publisher:	Elsevier
Subject:	Large deviations \| Random walks in random environment \| Discrete point processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011189357