Random walks in random environments without ellipticity

DOI10.1016/J.SPA.2013.01.007MaRDI QIDQ1947604zbMATH OpenOpenAlexWikidataFDO

Authors Marco Lenci

Publication date 22 April 2013

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.6008

zbMATH Keywords

ergodicitymartingalesellipticityquenched invariance principlepoint of view of the particlerandom walks in random environmentsdoubly stochastic environmentspartial transitivity

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Algebraic ergodic theory, cocycles, orbit equivalence, ergodic equivalence relations (37A20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Processes in random environments (60K37)

Abstract: We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we prove the ergodicity of the annealed process w.r.t. the dynamics "from the point of view of the particle". This implies in particular that the environment viewed from the particle is ergodic. As an example of application of this result, we give a general form of the quenched Invariance Principle for walks in doubly stochastic environments with zero local drift (martingale condition).

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Cited in

(5)

• Random walks in a one-dimensional Lévy random environment
• Exit laws from large balls of (an)isotropic random walks in random environment
• Selected topics in random walks in random environment
• Non parametric estimation for random walks in random environment
• Uniformly expanding Markov maps of the real line: exactness and infinite mixing

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