Random walk in Markovian environment
Probability
2009-09-29 v2 Dynamical Systems
Abstract
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on . We assume that the transition probabilities of the walk depend not too strongly on the environment and that the evolution of the environment is Markovian with strong spatial and temporal mixing properties.
Cite
@article{arxiv.math/0702100,
title = {Random walk in Markovian environment},
author = {Dmitry Dolgopyat and Gerhard Keller and Carlangelo Liverani},
journal= {arXiv preprint arXiv:math/0702100},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AOP369 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)