We consider a model of random walk on Z^d, d≥ 2, in a dynamical random environment described by a field which is i.i.d. in space and time. We prove that the C.L.T. holds almost-surely, with the same parameters as for the average random walk. For d>2 there is a fnite random correction to the average of Xt, and for m >4 there is a finite random correction to the covariance matrix of Xt. Proofs are based on L^p estimates.
Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment / Boldrighini, Carlo; R. A., Minlos; A., Pellegrinotti. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 109:(1997), pp. 245-273.
Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment
BOLDRIGHINI, Carlo;
1997
Abstract
We consider a model of random walk on Z^d, d≥ 2, in a dynamical random environment described by a field which is i.i.d. in space and time. We prove that the C.L.T. holds almost-surely, with the same parameters as for the average random walk. For d>2 there is a fnite random correction to the average of Xt, and for m >4 there is a finite random correction to the covariance matrix of Xt. Proofs are based on L^p estimates.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
