Quenched small deviation for the trajectory of a~random walk with random environment in time
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 2, pp. 322-343
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We consider the small deviation probability for a random walk with random environment in time. Compared to [A. A. Mogul'skii, Theory Probab. Appl., 19 (1975), pp. 726–736], for the independent and identically
distributed (i.i.d.) random walk, the rate is smaller (due to the random
environment), which is specified in terms of the quenched and annealed
variance.
Keywords:
random environment, small deviation probability, partial sums of independent random variables.
@article{TVP_2023_68_2_a5,
author = {Y. Lv and W. Hong},
title = {Quenched small deviation for the trajectory of a~random walk with random environment in time},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {322--343},
publisher = {mathdoc},
volume = {68},
number = {2},
year = {2023},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2023_68_2_a5/}
}
TY - JOUR AU - Y. Lv AU - W. Hong TI - Quenched small deviation for the trajectory of a~random walk with random environment in time JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2023 SP - 322 EP - 343 VL - 68 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2023_68_2_a5/ LA - ru ID - TVP_2023_68_2_a5 ER -
Y. Lv; W. Hong. Quenched small deviation for the trajectory of a~random walk with random environment in time. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 2, pp. 322-343. http://geodesic.mathdoc.fr/item/TVP_2023_68_2_a5/