Random walk in dynamic environment with mutual influence (Q1198558)
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English | Random walk in dynamic environment with mutual influence |
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Random walk in dynamic environment with mutual influence (English)
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16 January 1993
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Two interacting stochastic processes forming a Markov process with discrete time are studied. One of them is a nondegenerate random walk on \(Z^ \nu\), the other a family of independent stationary ergodic Markov chains attached to each site of \(Z^ \nu\) (the environment). The transitions of each process are perturbed according to the state of the other one. Several conditions expressing that the influence of the environment is small are found under which the central limit theorem for the random walk holds. The limit behaviour of the environment relative to the particles represented by the random walk is also studied. The crucial technique is the method of cluster expansions.
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interacting stochastic processes
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stationary ergodic Markov chains
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influence of the environment
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central limit theorem
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cluster expansions
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