A central limit theorem for random walks in random labyrinths

被引:0
作者
Bezuidenhout, C
Grimmett, G
机构
[1] Tech Chateau Gombert, Ctr Math & Informat, F-13453 Marseille 13, France
[2] Univ Cambridge, Stat Lab, Cambridge CB2 1SB, England
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1999年 / 35卷 / 05期
基金
英国工程与自然科学研究理事会;
关键词
random walk; random labyrinth; central limit theorem; invariance principle;
D O I
10.1016/S0246-0203(99)00110-7
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
A beam of light shines through the lattice Z(d), and is subjected to reflections determined by a random environment of mirrors at the vertices of Z(d). The behaviour of the light ray is investigated under the hypothesis that the environment contains a strictly positive density of vertices at which the light behaves in the manner of a random walk. When d greater than or equal to 2 and the density of non-trivial reflectors is sufficiently small, the environment contains almost surely a unique infinite 'inter-illuminating' class of vertices. Furthermore, when the light beam originates within this class, then its trajectory obeys a functional central limit theorem with a strictly positive diffusion constant. These facts are obtained using percolation-type arguments, together with the invariance principle proposed by Kipnis and Varadhan. (C) Elsevier, Paris.
引用
收藏
页码:631 / 683
页数:53
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