Probability Theory and Related Fields
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2001年
/
119卷
关键词:
Mathematics Subject Classification (2000): 60J15, 60F05, 60G60, 82B41;
Key words or phrases: Random walk – Random environment – Central Limit Theorem;
D O I:
暂无
中图分类号:
学科分类号:
摘要:
The Central Limit Theorem for a model of discrete-time random walks on the lattice ℤν in a fluctuating random environment was proved for almost-all realizations of the space-time nvironment, for all ν > 1 in [BMP1] and for all ν≥ 1 in [BBMP]. In [BMP1] it was proved that the random correction to the average of the random walk for ν≥ 3 is finite. In the present paper we consider the cases ν = 1,2 and prove the Central Limit Theorem as T→∞ for the random correction to the first two cumulants. The rescaling factor for theaverage is \documentclass[12pt]{minimal}
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\begin{document}\end{document} for ν = 1 and (ln T)\documentclass[12pt]{minimal}
\usepackage{amsmath}
\usepackage{wasysym}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{amsbsy}
\usepackage{mathrsfs}
\usepackage{upgreek}
\setlength{\oddsidemargin}{-69pt}
\begin{document}\end{document}, for ν=2; for the covariance it is \documentclass[12pt]{minimal}
\usepackage{amsmath}
\usepackage{wasysym}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{amsbsy}
\usepackage{mathrsfs}
\usepackage{upgreek}
\setlength{\oddsidemargin}{-69pt}
\begin{document}\end{document}, ν = 1,2.