Annealed deviations of random walk in random scenery
Nina Gantert, Wolfgang König, Zhan Shi
Abstract
Let (Zn)n∈ be a d-dimensional random walk in random scenery, i.e., Zn=Σk=0n-1Y(Sk) with (Sk)k∈0 a random walk in d and (Y(z))z∈d an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and finite variance. We identify the speed and the rate of the logarithmic decay of ¶( 1n Zn>bn) for various choices of sequences (bn)n in [1,∞). Depending on (bn)n and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work AC02 by A. Asselah and F. Castell, we consider sceneries unbounded to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen C03.
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