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Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
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Large deviations for random walk in random environment with cookies G. A. Bakai Steklov Mathematical Institute of Russian Academy of Sciences, Moscow |
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Abstract: New results will be presented about asymptotics of large deviations probabilities for random walk in random environment with cookies (RWREwC). Let us denote the process. Let $$ \vec{p} = \{p(i)\}_{i \in \mathbb{Z}}, \quad \vec{p_1} = \{p_1(i)\}_{i \in \mathbb{Z}} $$ be independent sequences of independent identically distributed random variables taking values in $$ \mathbf{P}(X_{n+1} = 1|\vec{p}, \vec{p_1}, X_1, . . . , X_n, S_n = i, D_n(i) = 0) = p_1(i), \\ \mathbf{P}(X_{n+1} = -1|\vec{p}, \vec{p_1}, X_1, . . . , X_n, S_n = i, D_n(i) = 0) = 1 - p_1(i), \\ \mathbf{P}(X_{n+1} = 1|\vec{p}, \vec{p_1}, X_1, . . . , X_n, S_n = i, D_n(i) > 0) = p_1(i), \\ \mathbf{P}(X_{n+1} = -1|\vec{p}, \vec{p_1}, X_1, . . . , X_n, S_n = i, D_n(i) > 0) = 1 - p_1(i). $$ Here $$ S_0 := 0,\: S_n := \sum_{i=1}^{n}X_i,\quad D_n(i) := \sum_{j=1}^{n}I(S_{j-1} = i, X_j = -1),\quad n \in \mathbb{N},\: i \in \mathbb{Z}. $$ The process By definition, put $$ T_0 := 0,\quad T_n := \min\{k \in \mathbb{N} : S_k = n\},\quad n \in \mathbb{N}. $$ The results on precise asymptotics of References
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