Large Deviations for Processes in Random Environments with Jumps

Details Large Deviations for Processes in Random Environments with Jumps Large Deviations for Processes in Random Environments with Jumps

2009-11-10

arxiv.org/abs/0911.1809v2

Mathematics

Probability

21 pages

Scientific paper

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating the loop once it reaches a site it has visited before. Such process lacks the Markov property. We study the exponential decay of the probabilities that the walk will reach sites located far away from the origin. We also study the similar problem for the continuous analogue, i.e., the process that is a solution to an ODE with random coefficients. In this second model the environment also has "teleports," which are the regions from where the process can make discontinuous jumps.

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