Srinivasa Varadhan

Large Deviations in a random environment

We will consider random walks on Z^d governed by transition probabilities that are themselves randomly chosen. They may remain fixed or may evolve over time in some prescribed fashion. The typical and atypical behavior of the random walk in this medium is of interest. The atypical behavior or "large deviations" can be due to many reasons. One of them is passing more often through advantageous environments and avoiding ones that are not so great. Understanding this behavior requires us to investigate the conditioned walk.

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On 10 Nov 2008, 17:40.