We give a result concerning the correction to the Central Limit Theorem for a Random Walk on the lattice which interacts with a random environment under a small randomness condition. Our main theorem close a gap which dates back to seminal works by Boldrighini, Minlos and Pellegrinotti, see [3], [8] and [9]. Asymptotic behaviour of the corrections to the average and the covariance matrix in dimension are also presented.
@article{BUMI_2010_9_3_1_179_0, author = {L. Di Persio}, title = {Anomalous Behaviour of the Correction to the Central Limit Theorem for a Model of Random Walk in Random Media}, journal = {Bollettino dell'Unione Matematica Italiana}, volume = {3}, year = {2010}, pages = {179-206}, zbl = {1202.60164}, mrnumber = {2605919}, language = {en}, url = {http://dml.mathdoc.fr/item/BUMI_2010_9_3_1_179_0} }
Di Persio, L. Anomalous Behaviour of the Correction to the Central Limit Theorem for a Model of Random Walk in Random Media. Bollettino dell'Unione Matematica Italiana, Tome 3 (2010) pp. 179-206. http://gdmltest.u-ga.fr/item/BUMI_2010_9_3_1_179_0/
[1] The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment, J. Appl. Probab., 41, no. 1 (2004), 83-92. | MR 2036273 | Zbl 1087.60027
,[2] Anomalous behaviour for the random corrections to the cumulants of random walks in fluctuating random media, Probab. Theory Related Fields, 119, no. 3 (2001), 410-432. | MR 1821141 | Zbl 0989.60043
,[3] Almost-sure central limit theorem for a model of random walk in fluctuating random environment, Markov Process. Related Fields, 4, no. 3 (1998), 381-393. | MR 1670035 | Zbl 0927.60059
- - - ,[4] Computer simulations for some one-dimensional models of random walks in fluctuating random environment, J. Stat. Phys., 121, no. 3-4 (2005), 361-372. | MR 2213461 | Zbl 1149.82321
- - - ,[5] Random jumps in evolving random environment, Markov Process. Related Fields, 14, no. 4 (2008), 543-570. | MR 2473767 | Zbl 1160.60027
- - - - ,[6] Asymptotic decay of correlations for a random walk in interaction with a Markov field, Mosc. Math. J., 5, no. 3 (2005), 507-522, 742. | MR 2241810 | Zbl 1116.60058
- - - ,[7] Asymptotic decay of correlations for a random walk on the lattice in interaction with a Markov field, Mosc. Math. J., 8, no. 3 (2008), 419-431, 615. | MR 2483218 | Zbl 1155.60045
- - - ,[8] Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment, Probab. Theory Related Fields, 109, no. 2 (1997), 245-273. | MR 1477651 | Zbl 0888.60061
- - ,[9] Central limit theorem for a random walk in dynamical environment: integral and local, Proceedings of the Third Ukrainian-Scandinavian Conference in Probability Theory and Mathematical Statistics (Kiev, 1999), vol. 5 (1999), 16-28. | MR 2018394 | Zbl 0994.60056
- - ,[10] Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive, Probab. Theory Related Fields, 129, no. 1 (2004), 133-156. | MR 2052866 | Zbl 1062.60044
- - ,[11] Random walks in a random (fluctuating) environment, Uspekhi Mat. Nauk, 62, no. 4 (2007), 27-76. | MR 2358736 | Zbl 1145.60052
- - ,[12] -noise for random walks in dynamic environment on , Mosc. Math. J., 1, no. 3 (2001), 365-380, 470-471. | MR 1877598 | Zbl 1006.60100
- ,[13] On some random walks on in random medium, Ann. Probab., 30, no. 3 (2002), 1266-1312. | MR 1920108
,[14] Random walks in random medium on and Lyapunov spectrum, Ann. Inst. H. Poincaré Probab. Statist., 40, no. 3 (2004), 309-336. | MR 2060456
,[15] One-dimensional finite range random walk in random medium and invariant measure equation, Ann. Inst. Henri Poincaré Probab. Stat., 45, no. 1 (2009), 70-103. | MR 2500229
,[16] | MR 1476912
- , Probability theory, third ed., Springer Texts in Statistics (Springer-Verlag, New York, 1997), Independence, interchangeability, martingales.[17] Random walk in Markovian environment, Ann. Probab., 36, no. 5 (2008), 1676-1710. | MR 2440920 | Zbl 1192.60110
- - ,[18] 210 (Springer-Verlag, Berlin, 1980), Translated from the Russian by Samuel Kotz. | MR 636254 | Zbl 0531.60001
- , The theory of stochastic processes. I, English ed., Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences],[19] | MR 322926 | Zbl 0219.60027
- , Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, 1971, With a supplementary chapter by I. A. Ibragimov and V. V. Petrov, Translation from the Russian edited by J. F. C. Kingman.[20] Random walks in random environments, J. Phys. A, 39, no. 40 (2006), R433-R464. | MR 2261885 | Zbl 1108.60085
,