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The relation between quenched and annealed Lyapunov exponents in random potential on trees

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In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk… Click to show full abstract

In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of independent and identically distributed non-negative random variables. To determine the risk of taking a walk in these potentials we consider the decay of the Green function. There are two possible tools to describe this decay: The quenched Lyapunov exponents and the annealed Lyapunov exponents. It turns out that on the integers we can state a precise relation between these two. The main tool for proving this is due to a special path property on the integers: if the random walk travels from one point to another one in finite time all the points between have to be passed in finite time as well. This allows using Ergodic Theorems. In the second part we show that the relation is also true in the case of Lyapunov exponents for simple symmetric random walks on d-regular trees and for random walks with drift.

Keywords: lyapunov; relation quenched; exponents random; quenched annealed; annealed lyapunov; lyapunov exponents

Journal Title: Stochastic Processes and their Applications
Year Published: 2018

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