Almost sure invariance principle for continuous-space random walk in dynamic random environment

MaRDI QIDQ2863690zbMATH OpenFDO

Authors Mathew Joseph, Firas Rassoul-Agha

Publication date 3 December 2013

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1004.0920, http://alea.impa.br/articles/v8/08-03.pdf

zbMATH Keywords

random walkcentral limit theoremrandom environmentinvariance principleRWREpoint of view of the particle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) Processes in random environments (60K37) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

Abstract: We consider a random walk on $R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit theorem to hold.

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Cited in

(10)

• Absolute continuity and weak uniform mixing of random walk in dynamic random environment
• Almost sure functional central limit theorem for ballistic random walk in random environment
• Polynomial ballisticity conditions and invariance principle for random walks in strong mixing environments
• Quenched invariance principle for random walks with time-dependent ergodic degenerate weights
• Random mass splitting and a quenched invariance principle
• Invariance principle for the random conductance model with dynamic bounded conductances
• Homogenization of symmetric stable-like processes in stationary ergodic media
• The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment
• Random walks in dynamic random environments: a transference principle
• An almost sure invariance principle for random walks in a space-time random environment

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