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Abstract
Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d.\ in space, and its marginal density function is a product of a beta density and a hypergeometric function. Under its averaged distribution the transformed walk obeys the wandering exponent 2/3 that agrees with Kardar-Parisi-Zhang universality. The harmonic function in the Doob transform comes from a Busemann-type limit and appears as an extremal in a variational problem for the quenched large deviation rate function.
Original language | English |
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Pages (from-to) | 2186-2229 |
Number of pages | 47 |
Journal | Annals of Probability |
Volume | 47 |
Issue number | 4 |
Early online date | 4 Jul 2019 |
DOIs | |
Publication status | Published - Jul 2019 |
Keywords
- Hypergeometric function
- Beta distribution
- Doob transform
- Wandering exponent
- RWRE
- Random walk
- Random environment
- Large deviations
- KPZ
- Kardar-Parisi-Zhang equation
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Dive into the research topics of 'Large deviations and wandering exponent for random walk in a dynamic beta environment'. Together they form a unique fingerprint.Projects
- 1 Finished
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Stochastic interacting systems: connections, fluctuations and applications
Balazs, M. (Principal Investigator)
1/06/18 → 20/05/22
Project: Research
Profiles
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Professor Marton Balazs
- School of Mathematics - Professor of Probability
- Probability, Analysis and Dynamics
- Probability
Person: Academic , Member