An almost sure invariance principle for random walks in a space-time random environment
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Abstract
We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance principle and considering environments with an annealed drift. We also state an a.s. invariance principle for random walks in general random environments whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.
Cite
@article{arxiv.math/0411602,
title = {An almost sure invariance principle for random walks in a space-time random environment},
author = {F. Rassoul-Agha and T. Seppalainen},
journal= {arXiv preprint arXiv:math/0411602},
year = {2007}
}