Probability Seminars
Invariance principle for random walk in time-dependent balanced random environment
With Jean-Dominique Deuschel (Berlin)
Invariance principle for random walk in time-dependent balanced random environment
We prove a quenched central limit theorem for balanced random
walks in time dependent ergodic random environments. We assume that the environment satisfies appropriate ergodicity and ellipticity conditions. The proof is based on the use of a maximum principle for parabolic difference operators. We also discuss some non-elliptic environments and the related Harnack inequality.
(joint work with N. Berger, X.Guo and A. Ramirez)
- Speaker: Jean-Dominique Deuschel (Berlin)
- Tuesday 21 February 2017, 15:00–16:00
- Venue: MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.
- Series: Probability; organiser: Perla Sousi.
