Random walk in Markovian environment

被引：40

作者：

Dolgopyat, Dmitry ^{[1
]}

Keller, Gerhard ^{[2
]}

Liverani, Carlangelo ^{[3
]}

机构：

[1] Univ Maryland, Dept Math, College Pk, MD 20742 USA

[2] Univ Erlangen Nurnberg, Math Inst, D-91054 Erlangen, Germany

[3] Univ Roma Tor Vergata, Dipartimento Matemat, I-00133 Rome, Italy

来源：

ANNALS OF PROBABILITY | 2008年 / 36卷 / 05期

关键词：

central limit theorem; random walk; random environment; Markov process;

D O I：

10.1214/07-AOP369

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving, environment on Z(d). We assume that the transition probabilities of the walk depend not too strongly on the environment and that the evolution of the environment is Markovian with strong spatial and temporal mixing properties.

引用

页码：1676 / 1710

页数：35

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