Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
Firas Rassoul-Agha and Timo Seppäläinen
Source: Ann. Probab.
Volume 35, Number 1
(2007), 1-31.
Abstract
We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The assumptions are nonnestling, at least two spatial dimensions, and a 2+ɛ moment for the step of the walk uniformly in the environment. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.
Primary Subjects: 60K37, 60F17, 82D30
Keywords: Random walk in random environment; point of view of particle; renewal; invariant measure; invariance principle; functional central limit theorem
Full-text: Access denied (no subscription detected)
We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription.
Read more about accessing full-text
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1174324122
Digital Object Identifier: doi:10.1214/009117906000000610
Zentralblatt MATH identifier:
1126.60090
References
Balázs, M., Rassoul-Agha, F. and Seppäläinen, T. (2006). The random average process and random walk in a space--time random environment in one dimension. Comm. Math. Phys. 266 499--545.
Bolthausen, E. and Sznitman, A.-S. (2002). On the static and dynamic points of view for certain random walks in random environment. Methods Appl. Anal. 9 345--375.
Bolthausen, E. and Sznitman, A.-S. (2002). Ten Lectures on Random Media. Birkhäuser, Basel.
Burkholder, D. L. (1973). Distribution function inequalities for martingales. Ann. Probab. 1 19--42.
Derriennic, Y. and Lin, M. (2003). The central limit theorem for Markov chains started at a point. Probab. Theory Related Fields 125 73--76.
Durrett, R. (2004). Probability: Theory and Examples, 3rd ed. Brooks/Cole--Thomson, Belmont, CA.
Ethier, S. N. and Kurtz, T. G. (1986). Markov Processes. Wiley, New York.
Kipnis, C. and Varadhan, S. R. S. (1986). Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Comm. Math. Phys. 104 1--19.
Maxwell, M. and Woodroofe, M. (2000). Central limit theorems for additive functionals of Markov chains. Ann. Probab. 28 713--724.
Rassoul-Agha, F. and Seppäläinen, T. (2005). An almost sure invariance principle for random walks in a space--time random environment. Probab. Theory Related Fields 133 299--314.
Rassoul-Agha, F. and Seppäläinen, T. (2006). Ballistic random walk in a random environment with a forbidden direction. ALEA Lat. Am. J. Probab. Math. Stat. 1 111--147.
Sznitman, A.-S. (2004). Topics in random walk in random environment. In Notes of the School and Conference on Probability Theory (Trieste, 2002). ICTP Lecture Series 203--266. Abdus Salam Int. Cent. Theoret. Phys., Trieste.
Zeitouni, O. (2004). Random Walks in Random Environments. Springer, Berlin.