Random walk in Markovian environment

Dolgopyat D, Keller G, Liverani C (2007)

Publication Type: Journal article, Original article

Publication year: 2007

Journal

Annals of Probability Institute of Mathematical Statistics (IMS)

Publisher: Institute of Mathematical Statistics (IMS)

City/Town: to appear in

Book Volume: 36

Pages Range: 1676-1710

Journal Issue: 5

DOI: 10.1214/07-AOP369

Abstract

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on ℤ^d. We assume that the transition probabilities of the walk depend not too strongly on the environment and that the evolution of the environment is Markovian with strong spatial and temporal mixing properties.

Authors with CRIS profile

Gerhard Keller Professur für Angewandte Mathematik (Angewandte Analysis)

Involved external institutions

University of Maryland, Baltimore County (UMBC)

United States (USA) (US) Università degli Studi di Roma 'Tor Vergata'

Italy (IT)

How to cite

APA:

Dolgopyat, D., Keller, G., & Liverani, C. (2007). Random walk in Markovian environment. Annals of Probability, 36(5), 1676-1710. https://doi.org/10.1214/07-AOP369

MLA:

Dolgopyat, Dmitry, Gerhard Keller, and Carlangelo Liverani. "Random walk in Markovian environment." Annals of Probability 36.5 (2007): 1676-1710.

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