Quenched invariance principle for random walk in time-dependent balanced random environment
Probability
2016-09-06 v2
Abstract
We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity conditions. The proof is based on the use of a maximum principle for parabolic difference operators.
Cite
@article{arxiv.1503.01964,
title = {Quenched invariance principle for random walk in time-dependent balanced random environment},
author = {Jean-Dominique Deuschel and Xiaoqin Guo and Alejandro F. Ramirez},
journal= {arXiv preprint arXiv:1503.01964},
year = {2016}
}
Comments
21 pages, revised version