Quenched small deviation for the trajectory of a random walk with time-inhomogeneous random environment

Abstract

We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment), which is specified in terms of the quenched and annealed variance.

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