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.
2008
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Con Impact Factor ISI
Dolgopyat, D., Keller, G., Liverani, C. (2008). Random walk in Markovian environment. ANNALS OF PROBABILITY, 36(5), 1676-1710 [10.1214/07-AOP369].
Dolgopyat, D; Keller, G; Liverani, C
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/28553
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