Premium
Large deviations for random walks in a mixing random environment and other (non‐Markov) random walks
Author(s) -
RassoulAgha F.
Publication year - 2004
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.20033
Subject(s) - random walk , mathematics , statistical physics , markov chain , random compact set , mixing (physics) , random field , heterogeneous random walk in one dimension , random element , discrete mathematics , statistics , physics , quantum mechanics
We extend a recent work by S. R. S. Varadhan [8] on large deviations for random walks in a product random environment to include more general random walks on the lattice. In particular, some reinforced random walks and several classes of random walks in Gibbs fields are included. © 2004 Wiley Periodicals, Inc.