Quenched invariance principle for random walks in balanced random environment

DOI10.1007/S00440-010-0320-9zbMATH Open1239.60092arXiv1003.3494OpenAlexW2070305211MaRDI QIDQ664348FDOQ664348

Authors: Xiaoqin Guo, Ofer Zeitouni 

Publication date: 1 March 2012

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

Abstract: We consider random walks in a balanced random environment in $mathbb{Z}^d$, $dgeq2$. We first prove an invariance principle (for $dge2$) and the transience of the random walks when $dge3$ (recurrence when $d=2$) in an ergodic environment which is not uniformly elliptic but satisfies certain moment condition. Then, using percolation arguments, we show that under mere ellipticity, the above results hold for random walks in i.i.d. balanced environments.

Full work available at URL: https://arxiv.org/abs/1003.3494

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zbMATH Keywords

maximum principlehomogenizationpercolationrandom walks in random environmentsmean value inequality

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

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