Large deviations and slowdown asymptotics for one-dimensional excited random walks
classification
🧮 math.PR
keywords
randomexcitedlargeratewalkdecaydeltadeviation
read the original abstract
We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions. When the excited random walk is transient with positive speed $v_0$, then the large deviation rate function for the position of the excited random walk is zero on the interval $[0,v_0]$ and so probabilities such as $P(X_n < nv)$ for $v \in (0,v_0)$ decay subexponentially. We show that rate of decay for such slowdown probabilities is polynomial of the order $n^{1-\delta/2}$, where $\delta>2$ is the expected total drift per site of the cookie environment.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.