The exponential maximal-excursion tail control for random-environment diffusions

Fix xRdx\in\mathbb{R}^d, ωΩ\omega\in\Omega and n0n\geq 0. For each vDnv\geq D_n and every yy satisfying

yx30dLn,|y-x|\leq 30\sqrt{d}L_n,

the exponential maximal-excursion tail control asserts

Py,ω(XLn2v)exp(vDn).P_{y,\omega}(X^*_{L_n^2}\geq v)\leq \exp\left(-\frac{v}{D_n}\right).

The paper notes that this estimate is not valid in general for every (x,ω,n)(x,\omega,n), while related controls are available for large nn, with high probability, on a large portion of space. The supplied text does not establish a resolution status for the displayed universal formulation.

Sources & referencesView supporting material

Primary source

Benjamin J. Fehrman, “Exit Laws of Isotropic Diffusions in Random Environment from Large Domains”, arXiv:1601.06317 (2016).

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