An almost sure invariance principle for random walks in a space-time random environment
An almost sure invariance principle for random walks in a space-time random environment
复制标题
时空随机环境中随机游走的几乎确定的不变性原理
DOI：
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发表时间：
2004
期刊：
影响因子：
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通讯作者：
T. Seppäläinen
中科院分区：
文献类型：
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作者：
F. Rassoul;T. Seppäläinen
摘要：我们考虑时空中的离散时间随机游动。随机环境。我们用一个鞅的方法证明了该游动在几乎所有固定的环境中是扩散的。通过证明一个不变性原理和考虑具有L2平均漂移的环境，我们改进了已有的结果。我们还声明了A.S.一般随机环境中随机游动的不变性原理，其假设要求在环境链的遍历不变度量下，淬灭均值的方差的次扩散界。
Abstract.We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance principle and considering environments with an L2 averaged drift. We also state an a.s. invariance principle for random walks in general random environments whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.