An almost sure invariance principle for random walks in a space-time random environment

dc.creatorRassoul-Agha, F.
dc.creatorSeppalainen, T.
dc.date2004-11-26
dc.date.accessioned2026-07-07T06:21:43Z
dc.date.available2026-07-07T06:21:43Z
dc.descriptionWe consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance principle and considering environments with an annealed $L^2$ drift. We also state an a.s. invariance principle for random walks in general random environments whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.
dc.identifierhttps://arxiv.org/abs/math/0411602
dc.identifierhttp://arxiv.org/abs/math/0411602
dc.identifierProbab. Th. Rel. Fields, 133(3), 299 - 314 (2005)
dc.identifierdoi:10.1007/s00440-004-0424-1
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/95690
dc.subjectProbability
dc.subjectMathematical Physics
dc.titleAn almost sure invariance principle for random walks in a space-time random environment
dc.typetext

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