Limit theorems for a random walk in a random environment

DOI10.1007/BF01049458MaRDI QIDQ5903513zbMATH OpenFDO

Authors Arvydas Astrauskas

Publication date 1986

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01049458

zbMATH Keywords

central limit theoremstable process with independent increments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov processes (60J99)

Recommendations

• Random walk in Markovian environment
• Limit theorem for a random walk in a reversible random environment
• scientific article; zbMATH DE number 3973949
• Limit theorems for a random walk in a random environment
• Simple transient random walks in one-dimensional random environment: the central limit theorem

Cites work

• A discrete stochastic integral inequality and balanced random walk in a random environment
• scientific article; zbMATH DE number 3810612 (Why is no real title available?)
• scientific article; zbMATH DE number 3951720 (Why is no real title available?)
• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 3729758 (Why is no real title available?)
• scientific article; zbMATH DE number 3604123 (Why is no real title available?)
• scientific article; zbMATH DE number 3434859 (Why is no real title available?)
• scientific article; zbMATH DE number 6458576 (Why is no real title available?)
• Laplace operator and random walk on one-dimensional nonhomogeneous lattice
• Limit theorems for a random walk in a random environment
• Localization of random walks in one-dimensional random environments
• Special trigonometric series in 𝑘-dimensions
• Symmetric random walks in random environments

Cited in

(37)

• Limit of the variance of a reversible random walk in random medium on \(\mathbb Z\)
• A discrete stochastic integral inequality and balanced random walk in a random environment
• Persistent random walks in random environment
• Limit theorems for one-dimensional diffusions and random walks in random environments
• A central limit theorem for random walks in random labyrinths
• Limit theorems for Markov random walks
• A remark on the CLT for a random walk in a random environment
• Limit theorems for one-dimensional transient random walks in Markov environments
• Limits theorems for random walks on homeo\(( \mathrm{S}^1)\)
• Limit theorems for random walks under irregular conductance
• Limiting velocity of high-dimensional random walk in random environment
• Asymptotical study of a centrifugal random walk
• Random walk in cooling random environment: ergodic limits and concentration inequalities
• Weak dependence for a class of local functionals of Markov chains on Z^d
• scientific article; zbMATH DE number 4018088 (Why is no real title available?)
• scientific article; zbMATH DE number 3858119 (Why is no real title available?)
• scientific article; zbMATH DE number 3868367 (Why is no real title available?)
• scientific article; zbMATH DE number 4203406 (Why is no real title available?)
• Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment
• scientific article; zbMATH DE number 5119105 (Why is no real title available?)
• A local central limit theorem in stationary random environment of conductances on \(\mathbb{Z}\)
• A Markov chain identity and monotonicity of the diffusion constants for a random walk in a heterogeneous environment
• scientific article; zbMATH DE number 5631749 (Why is no real title available?)
• scientific article; zbMATH DE number 3951720 (Why is no real title available?)
• scientific article; zbMATH DE number 3973949 (Why is no real title available?)
• scientific article; zbMATH DE number 4111723 (Why is no real title available?)
• scientific article; zbMATH DE number 59502 (Why is no real title available?)
• A CRITERION FOR LINEAR DRIFT, AND THE CENTRAL LIMIT THEOREM FOR ONE-DIMENSIONAL RANDOM WALKS IN A RANDOM ENVIRONMENT
• Limit theorems for random transformations and processes in random environments
• scientific article; zbMATH DE number 2064116 (Why is no real title available?)
• Sur la convergence des marches aléatoires dans un milieu aléatoire et les inégalités de Poincaré généralisées
• Central limit theorem for a random walk with random obstacles in R^ d
• A note on the comparison of stationary laws of Markov processes
• A theorem of Pitman type for simple random walks on \(Z^ d\)
• The central limit theorem for certain functionals of random walks
• Limit theorem for a random walk in a reversible random environment
• The limit theorems for random walk with state space R in a space-time random environment

This page was built for publication: Limit theorems for a random walk in a random environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5903513)