Central limit theorem for linear stochastic evolutions

被引:5
|
作者
Nakashima, Makoto [1 ]
机构
[1] Kyoto Univ, Grad Sch Sci, Div Math, Kyoto 6068502, Japan
来源
关键词
RANDOM ENVIRONMENT; DIRECTED POLYMERS; RANDOM-WALKS; DIFFUSION;
D O I
10.1215/kjm/1248983037
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider a Markov chain with values in [0, infinity)(Zd). The Markov chain includes some interesting examples such as the oriented site percolation, the directed polymers in random environment, and a time discretization of the binary contact process. We prove a central limit theorem for "the spatial distribution of population" when d >= 3 and a certain square-integrability condition for the total population is satisfied. This extends a result known for the directed polymers in random environment to a large class of models.
引用
收藏
页码:201 / 224
页数:24
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