Anomalous behaviour for the random corrections to the cumulants of random walks in fluctuating random media

被引:0
作者
M.S. Bernabei
机构
[1] Dipartimento di Matematica e Fisica,
[2] Universitá di Camerino,undefined
[3] Via Madonna delle Carceri,undefined
[4] 9,undefined
[5] 62032 Camerino,undefined
[6] Italy. e-mail: bernabei@wiener.iam.uni-bonn.de,undefined
来源
Probability Theory and Related Fields | 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;
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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} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \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.
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页码:410 / 432
页数:22
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