Strassen's invariance principle for random walk in random environment

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Abstract: In this paper, we consider random walk in random environment on mathbbZd,(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.











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