Random walk in Markovian environment

Dmitry Dolgopyat; Gerhard Keller; Carlangelo Liverani

doi:10.1214/07-AOP369

Random walk in Markovian environment

概率论 2009-09-29 v2 动力系统

作者: Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

在 arXiv 上查看 ↗ PDF ↗ DOI ↗

摘要

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$ . 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.

关键词

random walk in random environment random walks random walk on graphs

引用

@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}
}

备注

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)

相关论文

查看更多相关论文 →