Simple transient random walks in one-dimensional random environment: the central limit theorem

被引:25
作者
Goldsheid, Ilya Ya. [1 ]
机构
[1] Queen Mary Univ London, Sch Math Sci, London E1 4NS, England
关键词
RWRE; simple random walks; quenched random environments; central limit theorem;
D O I
10.1007/s00440-006-0038-x
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 simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the central limit theorem (CLT) holds for the position of the walk. Verifying these conditions leads to a complete solution of the problem in the case of independent identically distributed environments as well as in the case of uniformly ergodic (and thus also weakly mixing) environments.
引用
收藏
页码:41 / 64
页数:24
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