Almost sure functional central limit theorem for ballistic random walk in random environment

Firas Rassoul-Agha; Timo Seppäläinen

Annales de l'I.H.P. Probabilités et statistiques (2009)

  • Volume: 45, Issue: 2, page 373-420
  • ISSN: 0246-0203

Abstract

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We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central limit theorem, under almost every environment for the diffusively scaled centered walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.

How to cite

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Rassoul-Agha, Firas, and Seppäläinen, Timo. "Almost sure functional central limit theorem for ballistic random walk in random environment." Annales de l'I.H.P. Probabilités et statistiques 45.2 (2009): 373-420. <http://eudml.org/doc/78027>.

@article{Rassoul2009,
abstract = {We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central limit theorem, under almost every environment for the diffusively scaled centered walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.},
author = {Rassoul-Agha, Firas, Seppäläinen, Timo},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {random walk; ballistic; random environment; central limit theorem; invariance principle; point of view of the particle; environment process; Green function; random walk in random environment},
language = {eng},
number = {2},
pages = {373-420},
publisher = {Gauthier-Villars},
title = {Almost sure functional central limit theorem for ballistic random walk in random environment},
url = {http://eudml.org/doc/78027},
volume = {45},
year = {2009},
}

TY - JOUR
AU - Rassoul-Agha, Firas
AU - Seppäläinen, Timo
TI - Almost sure functional central limit theorem for ballistic random walk in random environment
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2009
PB - Gauthier-Villars
VL - 45
IS - 2
SP - 373
EP - 420
AB - We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central limit theorem, under almost every environment for the diffusively scaled centered walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.
LA - eng
KW - random walk; ballistic; random environment; central limit theorem; invariance principle; point of view of the particle; environment process; Green function; random walk in random environment
UR - http://eudml.org/doc/78027
ER -

References

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