Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment

被引:4
作者
Holmes, Mark [1 ]
Salisbury, Thomas S. [2 ]
机构
[1] Univ Melbourne, Sch Math & Stat, Melbourne, Vic, Australia
[2] York Univ, Dept Math & Stat, N York, ON, Canada
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2017年 / 22卷
基金
加拿大自然科学与工程研究理事会; 澳大利亚研究理事会;
关键词
random walk; non-elliptic random environment; zero-one law; ballisticity; invariance principle; PLANAR RANDOM-WALKS; ZERO-ONE LAW; PERCOLATION PROBABILITY; ORIENTED PERCOLATION; DIMENSIONS; BEHAVIOR; EXPONENTS;
D O I
10.1214/17-EJP107
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 asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on Z(d). Standard conditions for ballisticity and the central limit theorem require ellipticity, and are typically non-local. We use oriented percolation and martingale arguments to find non-trivial local conditions for ballisticity and an annealed invariance principle in the non-elliptic setting. The use of percolation allows certain non-elliptic models to be treated even though ballisticity has not been proved for elliptic perturbations of these models.
引用
收藏
页数:18
相关论文
共 50 条
  • [21] Quenched invariance principle for simple random walk on discrete point processes
    Kubota, Naoki
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2013, 123 (10) : 3737 - 3752
  • [22] An almost sure invariance principle for random walks in a space-time random environment
    Firas Rassoul-Agha
    Timo Seppäläinen
    Probability Theory and Related Fields, 2005, 133 : 299 - 314
  • [23] Invariance principle for non-homogeneous random walks
    Georgiou, Nicholas
    Mijatovic, Aleksandar
    Wade, Andrew R.
    ELECTRONIC JOURNAL OF PROBABILITY, 2019, 24
  • [24] INVARIANCE PRINCIPLE FOR THE RANDOM CONDUCTANCE MODEL IN A DEGENERATE ERGODIC ENVIRONMENT
    Andres, Sebastian
    Deuschel, Jean-Dominique
    Slowik, Martin
    ANNALS OF PROBABILITY, 2015, 43 (04) : 1866 - 1891
  • [25] THE INVARIANCE PRINCIPLE FOR RANDOM SUMS OF A DOUBLE RANDOM SEQUENCE
    Gao, Zhenlong
    Fang, Liang
    BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY, 2013, 50 (05) : 1539 - 1554
  • [26] Random mass splitting and a quenched invariance principle
    Banerjee, Sayan
    Hoffman, Christopher
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (02) : 608 - 627
  • [27] A remark on the CLT for a random walk in a random environment
    Stannat, W
    PROBABILITY THEORY AND RELATED FIELDS, 2004, 130 (03) : 377 - 387
  • [28] A remark on the CLT for a random walk in a random environment
    Wilhelm Stannat
    Probability Theory and Related Fields, 2004, 130 : 377 - 387
  • [29] Integrability of exit times and ballisticity for random walks in Dirichlet environment
    Tournier, Laurent
    ELECTRONIC JOURNAL OF PROBABILITY, 2009, 14 : 431 - 451
  • [30] A radial invariance principle for non-homogeneous random walks
    Georgiou, Nicholas
    Mijatovic, Aleksandar
    Wade, Andrew R.
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2018, 23