Random walks in dynamic random environments: a transference principle

DOI10.1214/12-AOP819zbMATH Open1277.82051arXiv1211.0830OpenAlexW2095471466MaRDI QIDQ378796FDOQ378796

Authors: F. Redig, Florian Völlering 

Publication date: 12 November 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker, that is, the environment process. We can transfer the rate of mixing in time of the environment to the rate of mixing of the environment process with a loss of at most polynomial order. Therefore the method is applicable to environments with sufficiently fast polynomial mixing. We obtain unique ergodicity of the environment process. Moreover, the unique invariant measure of the environment process depends continuously on the jump rates of the walker. As a consequence we obtain the law of large numbers and a central limit theorem with nondegenerate variance for the position of the walk.

Full work available at URL: https://arxiv.org/abs/1211.0830

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zbMATH Keywords

random walkcentral limit theoremcouplingtransference principleenvironment process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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Cited In (31)

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• An invariance principle for one-dimensional random walks in degenerate dynamical random environments
• Random walk on random walks: higher dimensions
• Upper bounds on the fluctuations for a class of degenerate convex \(\nabla \phi\)-interface models
• Random walk in dynamic Markovian random environment
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• Random walk on a perturbation of the infinitely-fast mixing interchange process
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• The contact process as seen from a random walk
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• Random walks in random Dirichlet environment are transient in dimension \(d \geq 3\)
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• Random mass splitting and a quenched invariance principle
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• Convergence of the quantile admission process with veto power
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• Quenched invariance principle for random walks on dynamically averaging random conductances
• Random walk on the simple symmetric exclusion process
• Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
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