We propose a discrete-time random walk on R(d), d = 1, 2,..., as a variant of recent models of random walk on Z(d) 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 L(2) estimates. We consider for brevity only the case of odd dimension d, as even dimension requires somewhat different estimates. (C) 2009 Elsevier B.V. All rights reserved.

Discrete-time random motion in a continuous random medium / Boldrighini, Carlo; R. A., Minlos; A., Pellegrinotti. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - STAMPA. - 119:10(2009), pp. 3285-3299. [10.1016/j.spa.2009.05.007]

Discrete-time random motion in a continuous random medium

BOLDRIGHINI, Carlo;
2009

Abstract

We propose a discrete-time random walk on R(d), d = 1, 2,..., as a variant of recent models of random walk on Z(d) 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 L(2) estimates. We consider for brevity only the case of odd dimension d, as even dimension requires somewhat different estimates. (C) 2009 Elsevier B.V. All rights reserved.
2009
central limit theorem; modelli di diffusione; random environment; random walk
01 Pubblicazione su rivista::01a Articolo in rivista
Discrete-time random motion in a continuous random medium / Boldrighini, Carlo; R. A., Minlos; A., Pellegrinotti. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - STAMPA. - 119:10(2009), pp. 3285-3299. [10.1016/j.spa.2009.05.007]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/27971
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