Single random walk: large deviations

Random Walk Intersections - Mathematical Surveys and Monographs ◽

10.1090/surv/157/08 ◽

2010 ◽

pp. 253-295

Author(s):

Xia Chen

Keyword(s):

Random Walk ◽

Large Deviations

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Large deviations of the first passage time for a random walk with semiexponentially distributed jumps

Siberian Mathematical Journal ◽

10.1007/s11202-006-0117-3 ◽

2006 ◽

Vol 47 (6) ◽

pp. 1084-1101 ◽

Cited By ~ 2

Author(s):

A. A. Mogul’skii

Keyword(s):

Random Walk ◽

Large Deviations ◽

First Passage Time ◽

Passage Time ◽

First Passage

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Large Deviations of Convex Hulls of the “True” Self-Avoiding Random Walk

Journal of Physics Conference Series ◽

10.1088/1742-6596/1290/1/012029 ◽

2019 ◽

Vol 1290 ◽

pp. 012029 ◽

Cited By ~ 2

Author(s):

Hendrik Schawe ◽

Alexander K Hartmann

Keyword(s):

Random Walk ◽

Large Deviations ◽

Convex Hulls ◽

True Self

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Limit theorems for the Green function of the lattice Laplacian under large deviations of the random walk

Izvestiya Mathematics ◽

10.1070/im2012v076n06abeh002621 ◽

2012 ◽

Vol 76 (6) ◽

pp. 1190-1217 ◽

Cited By ~ 2

Author(s):

Stanislav A Molchanov ◽

E B Yarovaya

Keyword(s):

Random Walk ◽

Green Function ◽

Large Deviations ◽

Limit Theorems ◽

The Green Function

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Quenched, annealed and functional large deviations for one-dimensional random walk in random environment

Probability Theory and Related Fields ◽

10.1007/s004400000074 ◽

2000 ◽

Vol 118 (1) ◽

pp. 65-114 ◽

Cited By ~ 46

Author(s):

Francis Comets ◽

Nina Gantert ◽

Ofer Zeitouni

Keyword(s):

Random Walk ◽

Large Deviations ◽

Random Environment ◽

One Dimensional

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Quenched Large Deviations for Multidimensional Random Walk in Random Environment with Holding Times

Journal of Theoretical Probability ◽

10.1007/s10959-013-0514-z ◽

2013 ◽

Vol 27 (4) ◽

pp. 1140-1166

Author(s):

Ryoki Fukushima ◽

Naoki Kubota

Keyword(s):

Random Walk ◽

Large Deviations ◽

Random Environment

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Large deviations for a random walk in dynamical random environment

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/s0246-0203(98)80002-2 ◽

1998 ◽

Vol 34 (5) ◽

pp. 601-636 ◽

Cited By ~ 2

Author(s):

I Ignatiouk-Robert

Keyword(s):

Random Walk ◽

Large Deviations ◽

Random Environment

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Large Deviations for a Random Walk Model with State-Dependent Noise

SIAM Journal on Control and Optimization ◽

10.1137/s0363012901396618 ◽

2003 ◽

Vol 42 (3) ◽

pp. 810-838

Author(s):

Michelle Boué ◽

Daniel Hernández-Hernández ◽

Richard S. Ellis

Keyword(s):

Random Walk ◽

Large Deviations ◽

Random Walk Model ◽

State Dependent

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Large deviations and wandering exponent for random walk in a dynamic beta environment

The Annals of Probability ◽

10.1214/18-aop1306 ◽

2019 ◽

Vol 47 (4) ◽

pp. 2186-2229 ◽

Cited By ~ 3

Author(s):

Márton Balázs ◽

Firas Rassoul-Agha ◽

Timo Seppäläinen

Keyword(s):

Random Walk ◽

Large Deviations

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Asymptotic Behavior of the Mean Sojourn Time for a Random Walk to be in a Domain of Large Deviations

Siberian Advances in Mathematics ◽

10.3103/s1055134420020017 ◽

2020 ◽

Vol 30 (2) ◽

pp. 77-90 ◽

Cited By ~ 1

Author(s):

I. S. Borisov ◽

E. I. Shefer

Keyword(s):

Asymptotic Behavior ◽

Random Walk ◽

Large Deviations ◽

Sojourn Time ◽

The Mean ◽

Mean Sojourn Time

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Large deviations for the maximum of a branching random walk

Electronic Communications in Probability ◽

10.1214/18-ecp135 ◽

2018 ◽

Vol 23 ◽

Cited By ~ 3

Author(s):

Nina Gantert ◽

Thomas Höfelsauer

Keyword(s):

Random Walk ◽

Large Deviations ◽

Branching Random Walk

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