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

Erhard, Dirk; Poisat, Julien (2023), Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology. https://basepub.dauphine.psl.eu/handle/123456789/24934

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Type
Document de travail / Working paper
External document link
https://hal.science/hal-04054395
Date
2023
Series title
Cahier de recherche CEREMADE, Université Paris Dauphine-PSL
Published in
Paris
Pages
17
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Author(s)
Erhard, Dirk
Instituto de Matemática da Universidade Federal da Bahia [UFBA]
Poisat, Julien
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
In this paper we introduce a new 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 [12]. This topology is natural for many translation-invariant problems such as the Swiss cheese model [14]. We also adapt our result to certain rescaled random walks. Contents