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arxiv: 0912.1429 · v3 · pith:T7TOK774new · submitted 2009-12-08 · 🧮 math.PR

Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher

classification 🧮 math.PR
keywords kernelrandomvariationalwalkcorrespondsdeviationsequalformula
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We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$. There exist variational formulae for the quenched and averaged rate functions $I_q$ and $I_a$, obtained by Rosenbluth and Varadhan, respectively. $I_q$ and $I_a$ are not identically equal. However, when $d\geq4$ and the walk satisfies the so-called (T) condition of Sznitman, they have been previously shown to be equal on an open set $\mathcal{A}_{\mathit {eq}}$. For every $\xi\in\mathcal{A}_{\mathit {eq}}$, we prove the existence of a positive solution to a Laplace-like equation involving $\xi$ and the original transition kernel of the walk. We then use this solution to define a new transition kernel via the h-transform technique of Doob. This new kernel corresponds to the unique minimizer of Varadhan's variational formula at $\xi$. It also corresponds to the unique minimizer of Rosenbluth's variational formula, provided that the latter is slightly modified.

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