Persistent random walks in random environment
From MaRDI portal
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.
Recommendations
- Persistent random walks in stationary environment
- Random walk in Markovian environment
- Persistent random walks in a one-dimensional random environment
- 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
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 6458576 (Why is no real title available?)
- scientific article; zbMATH DE number 3209538 (Why is no real title available?)
- scientific article; zbMATH DE number 3222422 (Why is no real title available?)
- Persistent random walks in a one-dimensional random environment
Cited in
(20)- A claims persistence process and insurance
- Persistent random walks in a one-dimensional random environment
- Recurrence properties of Lorentz lattice gas cellular automata
- Multivariate Lagrange inversion and the maximum of a persistent random walk
- Persistent random walks. I. Recurrence versus transience
- Persistent random walks in stationary environment
- Central limit theorems for additive functionals of Markov chains.
- Run-and-tumble motion: the role of reversibility
- Deterministic walks in random environment
- An almost sure invariance principle for random walks in a space-time random environment
- Statistics of persistent events: From random walks to phase ordering
- Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
- Nonstandard central limit theorems for Markov chains
- Random walk with persistence and external bias
- On a directionally reinforced random walk
- RECURRENCE FOR PERSISTENT RANDOM WALKS IN TWO DIMENSIONS
- Mini-workshop: New horizons in motions in random media. Abstracts from the mini-workshop held February 26 -- March 4, 2023
- Diffusive limits for ``true (or myopic) self-avoiding random walks and self-repellent Brownian polymers in \(d \geq \) 3
- Random mass splitting and a quenched invariance principle
- Persistence in random walk in composite media
This page was built for publication: Persistent random walks in random environment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1074253)
