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

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  • Zhu, Lingjiong

Abstract

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.

Suggested Citation

  • Zhu, Lingjiong, 2015. "Large deviations for one-dimensional random walks on discrete point processes," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 69-75.
    • Handle: RePEc:eee:stapro:v:97:y:2015:i:c:p:69-75
    DOI: 10.1016/j.spl.2014.11.008
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    References listed on IDEAS

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    1. Bryc, Wlodzimierz, 1992. "On large deviations for uniformly strong mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 191-202, June.
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