Article,

Random walk in Markovian environment

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The Annals of Probability, 36 (5): 1676--1710 (September 2008)
DOI: 10.1214/07-aop369

Abstract

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on Z d . We assume that the transition probabilities of the walk depend not too strongly on the en- vironment and that the evolution of the environment is Markovian with strong spatial and temporal mixing properties.

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