Abstract
We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on . There exist variational formulae for the quenched and averaged rate functions and , obtained by Rosenbluth and Varadhan, respectively. and are not identically equal. However, when and the walk satisfies the so-called (T) condition of Sznitman, they have been previously shown to be equal on an open set . For every , we prove the existence of a positive solution to a Laplace-like equation involving and the original transition kernel of the walk. We then use this solution to define a new transition kernel via the h-transform technique of Doob. This new kernel corresponds to the unique minimizer of Varadhan's variational formula at . It also corresponds to the unique minimizer of Rosenbluth's variational formula, provided that the latter is slightly modified.
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