Absolute Continuity and Weak Uniform Mixing of Random Walk in Dynamic Random Environment
Probability
2016-10-06 v2
Abstract
We prove results for random walks in dynamic random environments which do not require the strong uniform mixing assumptions present in the literature. We focus on the "environment seen from the walker"-process and in particular its invariant law. Under general conditions it exists and is mutually absolutely continuous to the environment law. With stronger assumptions we obtain for example uniform control on the density or a quenched CLT. The general conditions are made more explicit by looking at hidden Markov models or Markov chains as environment and by providing simple examples.
Keywords
Cite
@article{arxiv.1601.07710,
title = {Absolute Continuity and Weak Uniform Mixing of Random Walk in Dynamic Random Environment},
author = {Stein Andreas Bethuelsen and Florian Völlering},
journal= {arXiv preprint arXiv:1601.07710},
year = {2016}
}
Comments
39 pages