Strassen's invariance principle for random walk in random environment

zbMATH Open1199.60348arXiv1004.2994MaRDI QIDQ3404615FDOQ3404615

Guangyu Yang, Yu Miao, Dihe Hu

Publication date: 12 February 2010

Abstract: In this paper, we consider random walk in random environment on $mathbb{Z}^d,(dgeq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic and Lin cite{DL}, under some conditions which require the variance of the quenched mean has a subdiffusive bound. The results partially fill the gaps between law of large numbers and central limit theorems.

Full work available at URL: https://arxiv.org/abs/1004.2994

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zbMATH Keywords

random walkrandom environmentlaw of iterated logarithmStrassen's invariance principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Processes in random environments (60K37)

Cited In (1)

• An almost sure invariance principle for random walks in a space-time random environment

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