Simple transient random walks in one-dimensional random environment: the central limit theorem

DOI10.1007/S00440-006-0038-XMaRDI QIDQ2641899zbMATH OpenOpenAlexFDO

Authors I. Goldsheid

Publication date 17 August 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605775

zbMATH Keywords

central limit theoremquenced random environmentsimple random walk RWRE

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Processes in random environments (60K37) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central Limit Theorem (CLT) holds for the position of the walk. Verifying these conditions leads to a complete solution of the problem in the case of independent identically distributed environments as well as in the case of uniformly ergodic (and thus also weakly mixing) environments.

Review text

The author deals with a simple random walk (dimension one, nearest neighbour jumps) in a quenced random environment. He provides sufficient conditions, stated in terms of properties of the environment, under which the central limit theorem holds for the position of the walk. In particular, these conditions allow for a complete solution of the problem for either i.i.d. or uniformly ergodic environments. For related comprehensive work see \textit{O. Zeitouni} [J. Phys. A, Math. Gen. 39, No. 40, R433--R464 (2006; Zbl 1108.60085)].

Recommendations

• A Criterion for Applicability of the Central Limit Theorem to One-Dimensional Random Walks in Random Environments
• Limit theorems for one-dimensional transient random walks in Markov environments
• scientific article; zbMATH DE number 4217418
• Scaling limit theorem for transient random walk in random environment
• On a class of transient random walks in random environment
• scientific article; zbMATH DE number 4203406
• Strong transience of one-dimensional random walk in a random environment
• Transient random walks on a strip in a random environment
• The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment

Cites work

• Asymptotic behaviour for random walks in random environments
• scientific article; zbMATH DE number 3604123 (Why is no real title available?)
• scientific article; zbMATH DE number 2070282 (Why is no real title available?)
• scientific article; zbMATH DE number 1849077 (Why is no real title available?)
• scientific article; zbMATH DE number 2125074 (Why is no real title available?)
• Limit theorems for one-dimensional transient random walks in Markov environments
• Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip
• Random Walk in a One-Dimensional Random Medium
• Random walks in a random environment
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium

Cited in

(43)

• Quenched limits for transient, zero speed one-dimensional random walk in random environment
• Persistent random walks in a one-dimensional random environment
• Persistent random walks in random environment
• A central limit theorem for random walks in random labyrinths
• Quenched central limit theorem for random walks in doubly stochastic random environment
• Central limit theorems for biased randomly trapped random walks on \(\mathbb{Z}\)
• Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments
• A remark on the CLT for a random walk in a random environment
• Limit theorems for one-dimensional transient random walks in Markov environments
• Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive
• Quenched limits for the fluctuations of transient random walks in random environment on \(\mathbb{Z}\)
• Erratic behavior for 1-dimensional random walks in a Liouville quasi-periodic environment
• Laws of iterated logarithm for transient random walks in random environments
• Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
• Berry-Esseen estimates for regenerative processes under weak moment assumptions
• Transient random walks on a strip in a random environment
• Intrinsic branching structure within (L-1) random walk in random environment and its applications
• scientific article; zbMATH DE number 4018088 (Why is no real title available?)
• Central limit theorem for recurrent random walks on a strip with bounded potential
• scientific article; zbMATH DE number 4203406 (Why is no real title available?)
• RANDOM WALK IN QUASI-PERIODIC RANDOM ENVIRONMENT
• Random Walk in deterministically changing environment
• Local limit theorems for random walks in a 1D random environment
• Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
• scientific article; zbMATH DE number 3973949 (Why is no real title available?)
• scientific article; zbMATH DE number 708791 (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
• Quenched limit theorems for nearest neighbour random walks in 1D random environment
• The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment
• The quenched central limit theorem for a model of random walk in a random environment
• A quenched central limit theorem for reversible random walks in a random environment on \(\mathbb{Z}\)
• Random walks in a random (fluctuating) environment
• Limit theorems for a random walk in a random environment
• A quenched functional central limit theorem for random walks in random environments under \((T)_\gamma\)
• Current fluctuations of a system of one-dimensional random walks in random environment
• Weak quenched limit theorems for a random walk in a sparse random environment
• A local limit theorem for a transient chaotic walk in a frozen environment
• Weak quenched invariance principle for random walk with random environment in time
• On favourite sites of a random walk in moderately sparse random environment
• Quenched limits for transient, ballistic, sub-Gaussian one-dimensional random walk in random environment
• Almost sure functional central limit theorem for ballistic random walk in random environment
• Limit laws for transient random walks in random environment on \(\mathbb Z\)
• Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip

This page was built for publication: Simple transient random walks in one-dimensional random environment: the central limit theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641899)