Random walk in Markovian environment
Dolgopyat, Dmitry ; Keller, Gerhard ; Liverani, Carlangelo
Ann. Probab., Tome 36 (2008) no. 1, p. 1676-1710 / Harvested from Project Euclid
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on ℤd. 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.
Publié le : 2008-09-15
Classification:  Central limit theorem,  random walk,  random environment,  Markov process,  60K37,  60K35,  60F05,  37H99,  82B41,  82B44
@article{1221138763,
     author = {Dolgopyat, Dmitry and Keller, Gerhard and Liverani, Carlangelo},
     title = {Random walk in Markovian environment},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 1676-1710},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1221138763}
}
Dolgopyat, Dmitry; Keller, Gerhard; Liverani, Carlangelo. Random walk in Markovian environment. Ann. Probab., Tome 36 (2008) no. 1, pp.  1676-1710. http://gdmltest.u-ga.fr/item/1221138763/