Gaussian fluctuations for random walks in random mixing environments

被引:13
作者
Comets, F
机构
[1] Univ Paris 07, F-75251 Paris 05, France
[2] Univ Minnesota, Dept Math, Minneapolis, MN 55455 USA
基金
美国国家科学基金会;
关键词
D O I
10.1007/BF02775433
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider a class of ballistic, multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions. Continuing our previous work [2] for the law of large numbers, we prove here that the fluctuations are Gaussian when the environment is Gibbsian satisfying the "strong mixing condition" of Dobrushin and Shlosman and the mixing rate is large enough to balance moments of some random times depending on the path. Under appropriate assumptions the annealed Central Limit Theorem (CLT) applies in both non-nestling and nestling cases, and trivially in the case of finite-dependent environments with "strong enough bias". Our proof makes use of the asymptotic regeneration scheme introduced in [2]. When the environment is only weakly mixing, we can only prove that if the fluctuations are diffusive then they are necessarily Gaussian.
引用
收藏
页码:87 / 113
页数:27
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