CURRENT FLUCTUATIONS OF A SYSTEM OF ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENT

被引:2
|
作者
Peterson, Jonathon [1 ]
Seppaelaeinen, Timo [2 ]
机构
[1] Cornell Univ, Dept Math, Ithaca, NY 14850 USA
[2] Univ Wisconsin, Dept Math, Madison, WI 53706 USA
来源
ANNALS OF PROBABILITY | 2010年 / 38卷 / 06期
基金
美国国家科学基金会;
关键词
Random walk in random environment; current fluctuations; central limit theorem; TRANSIENT RANDOM-WALKS; CENTRAL-LIMIT-THEOREM; TAGGED PARTICLE; QUENCHED LIMITS; MOTION;
D O I
10.1214/10-AOP537
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 study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current process converges to a Brownian motion. On a smaller scale the current process centered at its quenched mean converges to a mixture of Gaussian processes. These Gaussian processes are similar to those arising from classical random walks, but the environment makes itself felt through an additional Brownian random shift in the spatial argument of the limiting current process.
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页码:2258 / 2294
页数:37
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