Random walk in Markovian environment

Details Random walk in Markovian environment Random walk in Markovian environment

2007-02-05

arxiv.org/abs/math/0702100v2

Annals of Probability 2008, Vol. 36, No. 5, 1676-1710

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AOP369 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/07-AOP369

We prove a quenched central limit theorem for random walks with bounded
increments in a randomly evolving environment on $\mathbb{Z}^d$. 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.

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