The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment

Journal of Applied Probability

Volumn 41, Issue 1, 2004, Pages 83-92

  Bérard, Jean ^a  

^a UNIVERSITÉ LYON 1   (France)

Author keywords

Central limit theorem; Generating function; Random environment; Random walk

Indexed keywords

EID: 2442473409     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1077134669     Document Type: Article

References (9)

1. BERNABEI, M. S. (2001). Anomalous behaviour for the random corrections to the cumulants of random walks in fluctuating random media. Prob. Theory Relat. Fields 119, 410-432.
2. BERNABEI, M. S., BOLDRIGHINI, C., MINLOS, R. A. AND PELLEGRINOTTI, A. (1999). Almost-sure central limit theorem for a model of random walk in fluctuating random environment. Markov Process. Relat. Fields 4, 381-393.
3. 1/4-noise for random walks in dynamic environment on ℤ. Moscow Math. J. 1, 365-380.
4. BOLDRIGHINI, C., MINLOS, R. A. AND PELLEGRINOTTI, A. (2000). Random walk in a fluctuating random environment with Markov evolution. In On Dobrushin's Way. From Probability Theory to Statistical Physics (AMS Transl. Ser. 198), American Mathematical Society, Providence, RI, pp. 13-35.
5. CONLON, J. G. AND SONG, R. (1999). Gaussian limit theorems for diffusion processes and an application. Stoch. Process. Appl. 81, 103-128.
6. DEMBO, A. AND ZEITOUNI, O. (1998). Large Deviations Techniques and Applications (Appl. Math. 38), 2nd edn. Springer, New York.
7. FELLER, W. (1966). An Introduction to Probability Theory and Its Applications, Vol. 2. John Wiley, New York.
8. FELLER, W. (1968). An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd edn. John Wiley, New York.
9. HUGHES, B. (1996). Random Walks and Random Environments, Vol. 2, Random Environments. Oxford University Press.