Central limit theorem for random walks in doubly stochastic random environment: \(\mathcal{H}_{-1}\) suffices (Q682266)

Consider a nearest neighbour random walk in a random environment, which is bistochastic, has no drift, and is elliptic. The main result of the present paper is a central limit theorem in this setting (under a diffusive scaling), under the \(\mathscr{H}_{-1}\)-condition on the drift field, which is equivalent to stationarity and square integrability of the stream tensor of the drift field. This is a weaker condition than is needed for other central limit theorem results in this area, which have assumed stronger integrability conditions. Several examples are presented. The authors also note that a similar result holds, under suitable conditions, without the restriction that the jumps are nearest neighbour only.