Quenched invariance principle for simple random walk on discrete point processes
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Publication:2447729
Abstract: We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each coordinate axis as the edges. Under the assumption that discrete point processes are finitely dependent and stationary, we prove that the quenched invariance principle holds, that is, for almost every configuration of a point process, the path distribution of the walk converges weakly to that of a Brownian motion.
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Cited in
(9)- Limit theorems for Lévy flights on a 1D Lévy random medium
- Large deviations for one-dimensional random walks on discrete point processes
- Quenched point-to-point free energy for random walks in random potentials
- Quenched invariance principle for random walks on Delaunay triangulations
- Annealed invariance principle for random walks on random graphs generated by point processes in $\mathbb{R}^d$
- scientific article; zbMATH DE number 1774243 (Why is no real title available?)
- Quenched invariance principle for the random walk on the Penrose tiling
- What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes
- Weak quenched invariance principle for random walk with random environment in time
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