Random walk in Markovian environment (Q948742)

A class of random walk models in which the environment is not static, but which evolves in time within certain conditions, is investigated. Random walks in dynamical environment form an important class of problems mainly due to its wide range of applications in physical sciences and in face of this have received a lot of attention in recent years. In the present paper, the authors consider a finite-range random walk in \(\mathbb{Z}^d\) where the environment is a space-time mixing Markov chain. The case of a Markov chain with a product structure (such that in each site of the lattice a time-mixing Markov chain acts independently of the other sites), has been extensively studied and in this case it has been proven that the random walk satisfies an almost sure (\textit{a.s.}) quenched Central Limit Theorem (CLT) for \(d \geq 3\). In the present paper, however, it is proved that a similar result holds provided that \(d \geq 1\). The proof of the main result is based on a martingale approximation for the random walk process as seen from the particle, an approach that has been used in previous studies about random walks. In Section 2 the model is introduced and the main result -- Theorem 1 -- is announced on the basis of six basic assumptions. Also, another important result -- Theorem 2 -- is announced based on a few more assumptions. Under quite general conditions Theorem 1 is proved in Section 3. In Section 4 it is shown that the supposed conditions used to prove the \textit{a.s.} quenched CLT are actually satisfied by a large class of Markov environments previously described in Section 2. This is a necessary step in order to prove Theorem 2 which is the main conclusion of Section 4. Finally, in the Appendix some results about CLTs for additive functionals of Markov chains which are needed for some estimates in the present paper are reviewed.