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Large Deviations for Processes in Random Environments with Jumps

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Large Deviations for Processes in Random Environments with Jumps
2.	Creator	Author's name, affiliation, country	Ivan Matic; Duke University; United States
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	large deviations; processes in random environments; deterministic walks in random environments.
3.	Subject	Subject classification	Primary: 60F10; Secondary: 60G10.
4.	Description	Abstract	A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We study the exponential decay of the probabilities that the walk will reach sites located far away from the origin. We also study a similar problem for the continuous analogue: the process that is a solution to an ODE with random coefficients. In this second model the environment also has ``teleports'' which are the regions from where the process can make discontinuous jumps.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2011-11-23
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/962
10.	Identifier	Digital Object Identifier	10.1214/EJP.v16-962
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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