Large Deviations for Hitting Times of a Random Walk in Random Environment on a Strip
Large Deviations for Hitting Times of a Random Walk in Random Environment on a Strip作者机构:School of Statistics and MathematicsCentral University of Finance and Economics
出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))
年 卷 期:2014年第30卷第3期
页 面:395-410页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
主 题:Random walk in random environment strip large deviations quenched enlarged randomenvironment
摘 要:We consider a random walk in random environment on a strip, which is transient to the right. The random environment is stationary and ergodic. By the constructed enlarged random environment which was first introduced by Goldsheid (2008), we obtain the large deviations conditioned on the environment (in the quenched case) for the hitting times of the random walk.