The limit theorems for random walk with state space ℝ in a space-time random environment

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作者
Wei Gang Wang
Zhen Long Gao
Di He Hu
机构
[1] Zhejiang Gongshang University,School of Statistics and Mathematics
[2] Wuhan University,School of Mathematics and Statistics
[3] Anyang Normal University,School of Mathematics
关键词
space-time random environment; the law of large numbers; CLT; iterated law; invariance principle; 60F05; 60J27;
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摘要
We consider a discrete time random walk on real number space in a space-time random environment. We state that when the random environment is i.i.d., under the marginal annealed law, the law of large numbers, iterated law and CLT of the process are correct. Using a martingale approach, we also state an a.s. invariance principle for random walks in general random environment whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.
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页码:655 / 662
页数:7
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