Discrete-time random motion in a continuous random medium
We propose a discrete-time random walk on , d=1,2,..., as a variant of recent models of random walk on in a random environment which is i.i.d. in space-time. We allow space correlations of the environment and develop an analytic method to deal with them. We prove, under some general assumptions, that if the random term is small, a "quenched" (i.e., for a fixed "history" of the environment) Central Limit Theorem for the displacement of the random walk holds almost-surely. Proofs are based on L2 estimates. We consider for brevity only the case of odd dimension d, as even dimension requires somewhat different estimates.
Year of publication: |
2009
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Authors: | Boldrighini, C. ; Minlos, R.A. ; Pellegrinotti, A. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 10, p. 3285-3299
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Publisher: |
Elsevier |
Keywords: | Random walk Random environment Central limit theorem |
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