An almost sure invariance principle for random walks in a space-time random environment (Q2581019): Difference between revisions

Consider a random walk \((X_n\); \(n\geq 0)\) on \(\mathbb Z^d\), \(d\geq 2\), in an independent random environment such that at each step the first coordinate, which is interpreted as the time, increases by 1. Let \((Y_n\); \(n\geq 0)\) be the annealed walk on \(\mathbb Z^{d}\). If the second moment is finite, then \((Y_n)\) verifies a law of large numbers with velocity \(v\) and an invariance principle with diffusion matrix \(D\). The main result of the paper is that under conditions on the moments and on the ellipticity of the transition probabilities, for almost all environments, \((X_n)\) verifies an invariance principle with the same diffusion matrix \(D\). It holds for both, the random centering \(E_0^\omega(X_n)\) and the deterministic centering \(nv\). The existence of an invariant and ergodic probability for the Markov process of the environment as seen from the particule is obtained by a martingale argument. The proof is based on techniques developed successively by \textit{C. Kipnis} and \textit{S. R. S. Varadhan} [Commun. Math. Phys. 104, 1--19 (1986; Zbl 0588.60058)], \textit{M. Maxwell} and \textit{M. Woodroofe} [Ann. Probab. 28, No. 2, 713--724 (2000; Zbl 1044.60014)] and \textit{Y. Derriennic} and \textit{M. Lin} [Probab. Theory Relat. Fields 125, No. 1, 73--76 (2003; Zbl 1012.60028) and Isr. J. Math. 123, 93--130 (2001; Zbl 0988.47009)]. It is completed by using a result from \textit{P. A. Ferrari} and \textit{L. R. G. Fontes} [Electron. J. Probab. 3, Paper No. 6 (1998; Zbl 0903.60089)].