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arXiv · 0912.1429

Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher

Abstract

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$. There exist variational formulae for the quenched and averaged rate functions $I_q$ and $I_a$, obtained by Rosenbluth and Varadhan, respectively. $I_q$ and $I_a$ are not identically equal. However, when $d\geq4$ and the walk satisfies the so-called (T) condition of Sznitman, they have been previously shown to be equal on an open set $\mathcal{A}_{\mathit {eq}}$. For every $ξ\in\mathcal{A}_{\mathit {eq}}$, we prove the existence of a positive solution to a Laplace-like equation involving $ξ$ and the original transition kernel of the walk. We then use this solution to define a new transition kernel via the h-transform technique of Doob. This new kernel corresponds to the unique minimizer of Varadhan's variational formula at $ξ$. It also corresponds to the unique minimizer of Rosenbluth's variational formula, provided that the latter is slightly modified.

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BibTeXRIS

Atilla Yilmaz. 2011-03-10. Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher. https://doi.org/10.1214/10-aop556

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