吕铀. 随机环境随机游动的小偏差原理[J]. 应用概率统计, 2024, 40(5): 772-782. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022112
引用本文: 吕铀. 随机环境随机游动的小偏差原理[J]. 应用概率统计, 2024, 40(5): 772-782. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022112
LV You. A Small Deviation for Random Walk with Random Environment in Time[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(5): 772-782. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022112
Citation: LV You. A Small Deviation for Random Walk with Random Environment in Time[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(5): 772-782. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022112

随机环境随机游动的小偏差原理

A Small Deviation for Random Walk with Random Environment in Time

  • 摘要: 本文给出了随机环境随机游动的小偏差原理, 其特色在于我们允许时间和空间的规模配比可以是对数阶的.在Mogul’skiĭ(1974)给出的独立同分布随机游动的小偏差原理中, 空间规模yn可以以任意小的速度趋于无穷.在Lv和Hong将此小偏差原理推广至随机环境随机游动这一模型中, 但要求空间规模yn至少以幂阶速度趋于无穷.本文探讨了当随机环境随机游动满足何种条件时, 其空间规模可以放宽至对数阶速度趋于无穷.

     

    Abstract: We establish a small deviation principle for random walk with random environment in time, where the time-space scaling can be logarithm rate. The classic small deviation principle (for i.i.d. random walk) in Mogul'skiĭ (1974) included all slow growth scaling, while Lv & Hong provided the small deviation principle for random walk with random environment in time under the assumption that the scaling can not slower than power rate. Therefore, in this paper, we fill this gap in some extent.

     

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