In the paper a model of a random walk on the d-dimensional lattice Z^d, d = 1, 2, . . . , in a dynamic environment which is i.i.d. in space-time is considered. The environment is described by a field which locally takes values in a finite set. We prove that: - If the stochastic term is small the central limit theorem holds almost surely, with the same parameters as for the random walk with averaged transition probabilities (averaged RW). - The leading term in the asymptotics for large t differs from the corresponding term for the averaged walk by a factor depending on the field “as seen from the final point”.
Central limit theorem for a random walk in dynamical environment: integral and local / Boldrighini, Carlo; Minlos, R. A.; Pellegrinotti, A.. - In: THEORY OF STOCHASTIC PROCESSES. - ISSN 0321-3900. - STAMPA. - 5:(1999), pp. 16-28.
Central limit theorem for a random walk in dynamical environment: integral and local.
BOLDRIGHINI, Carlo;
1999
Abstract
In the paper a model of a random walk on the d-dimensional lattice Z^d, d = 1, 2, . . . , in a dynamic environment which is i.i.d. in space-time is considered. The environment is described by a field which locally takes values in a finite set. We prove that: - If the stochastic term is small the central limit theorem holds almost surely, with the same parameters as for the random walk with averaged transition probabilities (averaged RW). - The leading term in the asymptotics for large t differs from the corresponding term for the averaged walk by a factor depending on the field “as seen from the final point”.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.