Simple Transient Random Walks in One-dimensional Random Environment: the Central Limit Theorem

I. Ya. Goldsheid

Simple Transient Random Walks in One-dimensional Random Environment: the Central Limit Theorem

概率论 2007-05-23 v1

作者: I. Ya. Goldsheid

摘要

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central Limit Theorem (CLT) holds for the position of the walk. Verifying these conditions leads to a complete solution of the problem in the case of independent identically distributed environments as well as in the case of uniformly ergodic (and thus also weakly mixing) environments.

关键词

random walk in random environment random walks central limit theorem

引用

@article{arxiv.math/0605775,
  title  = {Simple Transient Random Walks in One-dimensional Random Environment: the Central Limit Theorem},
  author = {I. Ya. Goldsheid},
  journal= {arXiv preprint arXiv:math/0605775},
  year   = {2007}
}

备注

20 pages

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