The quenched invariance principle for random walks in random environments admitting a bounded cycle representation
The cycle processes are stochastic processes of the Markovian type, homogeneous and with either discrete or continuous parameter, which, under an additional assumption concerning the existence of invariant measures, can be defined by oriented cycles and weights. The corresponding theory is known as the ``Cycle representations of Markov processes. One interesting development of the cycle theory is given by \textit{Y. Derriennic} by defining the random walks in random environments by directed cycles and weights [see C. R. Acad. Sci., Paris, Sér. I, Math. 329, No.~1, 65--70 (1999; Zbl 0938.60060); ``Random walks with jumps in random environments (examples of cycle and weight representations), in: Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12--18, 1998. Vilnius: TEV. 199--212 (1999; Zbl 0994.60055)]. Derriennic has proved that for almost every environment, the random walks on \(Z\), whose possible steps are either \(+2\) or \(-1\), have unique cycle representations. The corresponding recurrence-transience criterions in terms of the directed cycles and weights, known as Derriennic criterions, are valid for almost all environments. The present paper provides a quenched invariance principle for the Derriennic-type cycle random walks in random environments with a nice extension to the non-reversible case of the proof of \textit{V. Sidoravicius} and \textit{A.-S. Sznitman} [Probab. Theory Relat. Fields 129, No.~2, 219--244 (2004; Zbl 1070.60090)].
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