Skip to main content

Large Deviations for Random Walks in Random Environments

Objective

Random walk in random environment (RWRE) is one of the standard models in the study of random media. Originally motivated by molecular biology applications and subsequently used in the modeling of disordered systems, it has been a constant source of fascinating mathematical phenomena and challenging open problems over the last four decades. The theory of large deviations is a cornerstone of modern probability, with applications to statistical mechanics, information theory, control engineering, risk management and many other fields.

The main goal of the proposed project is to attain a clear and detailed understanding of the large deviation properties of multidimensional RWRE. The objectives can be summarized as follows: (i) Obtain simple expressions for the quenched and the averaged large deviation rate functions. (ii) Compare these rate functions and find a formula that links them. (iii) Identify the dynamics of the walk when it is conditioned to have an atypical velocity. (iv) Characterize when the new dynamics is obtained from the original one by a simple change of measure. (v) Find the ergodic invariant measure on environments from the point of view of the particle under such a conditioning.

The project will build on the past accomplishments of the researcher on this topic and will involve variational formulas for the rate functions and their minimizers. The researcher will start by studying directed RWRE and focus on specific environment distributions. He will then consider general distributions and adapt the results to ballistic undirected walks by making use of regeneration times. The techniques are robust, they also cover polymers in random environments, and are likely to shed light on the open problem of strong vs. very strong disorder. The project has applications to some of the most active areas of probability theory, statistical mechanics, mathematical physics, and stochastic PDEs.

Field of science

  • /engineering and technology/electrical engineering, electronic engineering, information engineering/electronic engineering/control engineering
  • /natural sciences/biological sciences/molecular biology
  • /natural sciences/physical sciences/theoretical physics/particle physics
  • /natural sciences/physical sciences/classical mechanics/statistical mechanics
  • /natural sciences/mathematics/applied mathematics/mathematical physics
  • /natural sciences/mathematics/applied mathematics/statistics and probability
  • /social sciences/sociology/governance/crisis management

Call for proposal

FP7-PEOPLE-2012-CIG
See other projects for this call

Funding Scheme

MC-CIG - Support for training and career development of researcher (CIG)

Coordinator

KOC UNIVERSITY
Address
Rumeli Feneri Yolu Sariyer
34450 Istanbul
Turkey
Activity type
Higher or Secondary Education Establishments
EU contribution
€ 25 000
Administrative Contact
Askim Demiryurek (Mrs.)

Participants (1)

BOGAZICI UNIVERSITESI

Participation ended

Turkey
EU contribution
€ 75 000
Address
Bebek
34342 Istanbul
Activity type
Higher or Secondary Education Establishments
Administrative Contact
Murat Akman (Mr.)