Cut points and diffusive random walks in random environment

被引:32
作者
Bolthausen, E
Sznitman, AS
Zeitouni, O [1 ]
机构
[1] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
[2] Univ Zurich, Inst Math, CH-8057 Zurich, Switzerland
[3] ETH Zentrum, Dept Math, CH-8092 Zurich, Switzerland
[4] Technion Israel Inst Technol, Dept Math, IL-32000 Haifa, Israel
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2003年 / 39卷 / 03期
关键词
D O I
10.1016/S0246-0203(02)00019-5
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 in this work a special class of multidimensional random walks in random environment for which we are able to prove in,a non-perturbative fashion both a law of large numbers and a functional central limit theorem. As an application we provide new examples of diffusive random walks in random environment. In particular we construct examples of diffusive walks which evolve in an environment for which the static expectation of the drift does not vanish. (C) 2003 Editions scientifiques et medicales Elsevier SAS.
引用
收藏
页码:527 / 555
页数:29
相关论文
共 16 条
[1]  
[Anonymous], 1977, LECT NOTES MATH
[2]  
BOLTHAUSEN E, IN PRESS METHODS APP
[3]   RANDOM-WALKS IN ASYMMETRIC RANDOM-ENVIRONMENTS [J].
BRICMONT, J ;
KUPIAINEN, A .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1991, 142 (02) :345-420
[4]  
Dugundji J., 1966, TOPOLOGY
[5]  
Durrett R., 1991, PROBABILITY THEORY E
[6]  
Erdos P., 1960, Acta Math. Sci. Hung., V11, P231, DOI DOI 10.1007/BF02020942
[7]  
ETHIER S. N., 2009, Markov Processes: Characterization and Convergence, DOI 10.1002/9780470316658
[8]  
Lawler G F., 1991, Intersections of Random Walks
[9]   WEAK-CONVERGENCE OF A RANDOM-WALK IN A RANDOM ENVIRONMENT [J].
LAWLER, GF .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1982, 87 (01) :81-87
[10]   RANDOM-WALKS IN A RANDOM ENVIRONMENT [J].
SOLOMON, F .
ANNALS OF PROBABILITY, 1975, 3 (01) :1-31