arXiv · 1201.0318
Large deviations and slowdown asymptotics for one-dimensional excited random walks
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.
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Jonathon Peterson. 2012-01-01. Large deviations and slowdown asymptotics for one-dimensional excited random walks. https://arxiv.org/abs/1201.0318
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