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Seminar on Probability Theory and Mathematical Statistics
December 19, 2014 18:00–20:00, St. Petersburg, PDMI, room 311 (nab. r. Fontanki, 27)
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Quenched invariance principle for random walks in dynamical balanced environment
Jean-Dominique Deuschel |
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Abstract:
We consider a balanced random walk in dynamical ergodic random environment and prove a quenched invariance principle, that is a convergence of the diffusively rescaled walk to Brownian motion for almost all
environment. Our proof relies on martingale convergence theorem
and on the maximal inequality of Alexandrov-Bakelman-Pucci.
Language: English
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