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math.PR2017
Precise large deviations for random walk in random environment
Dariusz Buraczewski, Piotr Dyszewski
We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random…
math.PR2017
Iterated random functions and regularly varying tails
Ewa Damek, Piotr Dyszewski
We consider solutions to so-called stochastic fixed point equation , where is a random Lipschitz function and is a random variable independent of $Ψ…