Persistent random walks in random environment (Q1074253)
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English | Persistent random walks in random environment |
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Persistent random walks in random environment (English)
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1986
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A persistent random walk is a Markov - chain of order two on \({\mathbb{Z}}^ d\), having transition probabilities \[ {\mathcal P}(X_{n+1}=z+u'| X_ n=z,\quad X_{n-1}=z-u)=\gamma^{(z)}_{u,u'}. \] The persistency matrices \(\gamma^{(z)}\) are random and the collection of them forms the random environment. Under some physically natural conditions on the random environment we prove the central limit theorem for the trajectory of the random walker. The proof relies essentially on a martingale approximation.
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weak convergence
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persistent random walk
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random environment
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central limit theorem
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martingale approximation
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