An almost sure invariance principle for random walks in a space-time random environment

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.

[1]  Erwin Bolthausen,et al.  Cut points and diffusive random walks in random environment , 2003 .

[2]  R. Durrett Probability: Theory and Examples , 1993 .

[3]  Michael Woodroofe,et al.  Central limit theorems for additive functionals of Markov chains , 2000 .

[4]  Alessandro Pellegrinotti,et al.  Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive , 2004 .

[5]  Stefano Olla,et al.  Central limit theorems for tagged particles and for diffusions in random environment , 2001 .

[6]  O. Zeitouni,et al.  On the diffusive behavior of isotropic diffusions in a random environment , 2004 .

[7]  Wilhelm Stannat,et al.  A remark on the CLT for a random walk in a random environment , 2004 .

[8]  Erwin Bolthausen,et al.  On the Satic and Dynamic Points of View for Certain Random Walks in Random Environment , 2002 .

[9]  P. Ferrari,et al.  Fluctuations of a Surface Submitted to a Random Average Process , 1998 .

[10]  Alessandro Pellegrinotti,et al.  Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment , 1997 .

[11]  T. Komorowski,et al.  A note on the central limit theorem for two-fold stochastic random walks in a random environment , 2003 .

[12]  M. Rosenblatt Markov Processes, Structure and Asymptotic Behavior , 1971 .

[13]  F. Spitzer Principles Of Random Walk , 1966 .

[14]  Gregory F. Lawler,et al.  Weak convergence of a random walk in a random environment , 1982 .

[15]  Alessandro Pellegrinotti,et al.  Random walk in fluctuating random environment with Markov evolution , 2000 .

[16]  B. Tóth Persistent random walks in random environment , 1986 .

[17]  S. Ethier,et al.  Markov Processes: Characterization and Convergence , 2005 .

[18]  Ballistic Random Walk in a Random Environment with a Forbidden Direction , 2005, math/0510392.

[19]  Antti Kupiainen,et al.  Random walks in asymmetric random environments , 1991 .

[20]  S. Shlosman,et al.  On Dobrushin’s Way. From Probability Theory to Statistical Physics , 2000 .

[21]  Michael Lin,et al.  The central limit theorem for Markov chains started at a point , 2003 .

[22]  Ofer Zeitouni,et al.  An invariance principle for isotropic diffusions in random environment , 2006 .

[23]  O. Zeitouni Part II: Random Walks in Random Environment , 2004 .

[24]  Michael Lin,et al.  Fractional Poisson equations and ergodic theorems for fractional coboundaries , 2001 .

[25]  V. Sidoravicius,et al.  Quenched invariance principles for walks on clusters of percolation or among random conductances , 2004 .

[26]  Ofer Zeitouni,et al.  Random walks in random environments , 2003, math/0304374.

[27]  S. Varadhan,et al.  Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions , 1986 .

[28]  The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment , 2004, Journal of Applied Probability.

[29]  A. Sznitman An effective criterion for ballistic behavior of random walks in random environment , 2002 .

[30]  Ofer Zeitouni,et al.  Gaussian fluctuations for random walks in random mixing environments , 2005 .