We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\Z^d$. 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.
Dolgopyat, D., Keller, G., Liverani, C. (2008). Random walk in Markovian environment. ANNALS OF PROBABILITY, 36(5), 1676-1710 [10.1214/07-AOP369].
Random walk in Markovian environment
LIVERANI, CARLANGELO
2008-01-01
Abstract
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\Z^d$. 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.File in questo prodotto:
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