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Fluctuations of the quenched mean of a planar random walk in an i.i.d. random environment with forbidden direction


 
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1. Title Title of document Fluctuations of the quenched mean of a planar random walk in an i.i.d. random environment with forbidden direction
 
2. Creator Author's name, affiliation, country Mathew Joseph; UNIVERSITY OF WISCONSIN MADISON
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) random walk in random environment; central limit theorem; invariance principle; Green function
 
3. Subject Subject classification 60K37; 60F05; 60F17; 82D30
 
4. Description Abstract We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove an invariance principle for the quenched expected position of the random walk indexed by its level crossing times. We begin with a variation of the Martingale Central Limit Theorem. The main part of the paper checks the conditions of the theorem for our problem.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-06-03
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/655
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-655
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
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