English

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 L2L^2 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.

Keywords

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}
}
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