Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology

التفاصيل البيبلوغرافية
العنوان: Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology
المؤلفون: Erhard, Dirk, Poisat, Julien
سنة النشر: 2023
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability
الوصف: In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and Varadhan [16]. This topology is natural for translation-invariant problems such as the downward deviations of the volume of a Wiener sausage or simple random walk, known as the Swiss cheese model [18]. We also adapt our result to some rescaled random walks and provide a contraction principle to the single empirical measure despite a lack of continuity from the projection map, using the notion of diagonal tightness.
Comment: Corrected mistake in Corollary 3.4 of the previous version. Added Section 8
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2304.00814
رقم الأكسشن: edsarx.2304.00814
قاعدة البيانات: arXiv