Almost sure functional central limit theorem for ballistic random walk in random environment

被引:28
作者
Rassoul-Agha, Firas [1 ]
Seppaelaeinen, Timo [2 ]
机构
[1] Univ Utah, Dept Math, Salt Lake City, UT 84109 USA
[2] Univ Wisconsin, Dept Math, Madison, WI 53706 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2009年 / 45卷 / 02期
关键词
Random walk; Ballistic; Random environment; Central limit theorem; Invariance principle; Point of view of the particle; Environment process; Green function; INVARIANCE-PRINCIPLE; MARKOV-CHAINS;
D O I
10.1214/08-AIHP167
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 consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central limit theorem, under almost every environment for the diffusively scaled centered walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.
引用
收藏
页码:373 / 420
页数:48
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