Large Deviations for Random Walks in a Random Environment

Srinivasa Varadhan

Research output: Contribution to journalArticle

Abstract

We prove two large deviation principles for random walks in a random environment: one for quenched walks in general ergodic environments and the other for averaged walks in a product environment.

Original languageEnglish (US)
Pages (from-to)1222-1245
Number of pages24
JournalCommunications on Pure and Applied Mathematics
Volume56
Issue number8
DOIs
StatePublished - Aug 2003

Fingerprint

Random Environment
Large Deviations
Walk
Random walk
Large Deviation Principle

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

Cite this

Large Deviations for Random Walks in a Random Environment. / Varadhan, Srinivasa.

In: Communications on Pure and Applied Mathematics, Vol. 56, No. 8, 08.2003, p. 1222-1245.

Research output: Contribution to journalArticle

@article{997243dc140f457ea0ad4b1479575883,
title = "Large Deviations for Random Walks in a Random Environment",
abstract = "We prove two large deviation principles for random walks in a random environment: one for quenched walks in general ergodic environments and the other for averaged walks in a product environment.",
author = "Srinivasa Varadhan",
year = "2003",
month = "8",
doi = "10.1002/cpa.10093",
language = "English (US)",
volume = "56",
pages = "1222--1245",
journal = "Communications on Pure and Applied Mathematics",
issn = "0010-3640",
publisher = "Wiley-Liss Inc.",
number = "8",

}

TY - JOUR

T1 - Large Deviations for Random Walks in a Random Environment

AU - Varadhan, Srinivasa

PY - 2003/8

Y1 - 2003/8

N2 - We prove two large deviation principles for random walks in a random environment: one for quenched walks in general ergodic environments and the other for averaged walks in a product environment.

AB - We prove two large deviation principles for random walks in a random environment: one for quenched walks in general ergodic environments and the other for averaged walks in a product environment.

UR - http://www.scopus.com/inward/record.url?scp=0038675074&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0038675074&partnerID=8YFLogxK

U2 - 10.1002/cpa.10093

DO - 10.1002/cpa.10093

M3 - Article

VL - 56

SP - 1222

EP - 1245

JO - Communications on Pure and Applied Mathematics

JF - Communications on Pure and Applied Mathematics

SN - 0010-3640

IS - 8

ER -