Let p ∈ [1, ∞]. Consider the projection of a uniform random vector from a suitably normalized p ball in R n onto an independent random vector from the unit sphere. We show that sequences of such random projections, when suitably normalized, satisfy a large deviation principle (LDP) as the dimension n goes to ∞, which can be viewed as an annealed LDP. We also establish a quenched LDP (conditioned on a fixed sequence of projection directions) and show that for p ∈ (1, ∞] (but not for p = 1), the corresponding rate function is "universal", in the sense that it coincides for "almost every" sequence of projection directions. We also analyze some exceptional sequences of directions in the "measure zero" set, including the directions corresponding to the classical Cramér's theorem, and show that those directions yield LDPs with rate functions that are distinct from the universal rate function of the quenched LDP. Lastly, we identify a variational formula that relates the annealed and quenched LDPs, and analyze the minimizer of this variational formula. These large deviation results complement the central limit theorem for convex sets, specialized to the case of sequences of p balls.
We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the "ancestral lineage" of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e. for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.
We consider biased random walk on supercritical percolation clusters in Z 2 . We show that the random walk is transient and that there are two speed regimes: If the bias is large enough, the random walk has speed zero, while if the bias is small enough, the speed of the random walk is positive.
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