RANDOM-WALK IN DYNAMIC ENVIRONMENT WITH MUTUAL INFLUENCE

被引:10
|
作者
BOLDRIGHINI, C
IGNATYUK, IA
MALYSHEV, VA
PELLEGRINOTTI, A
机构
[1] MV LOMONOSOV STATE UNIV,119808 MOSCOW,USSR
[2] UNIV ROME LA SAPIENZA,DIPARTIMENTO MATEMAT,I-00185 ROME,ITALY
关键词
RANDOM WALK IN RANDOM ENVIRONMENT; MUTUAL INFLUENCE; CENTRAL LIMIT THEOREM;
D O I
10.1016/0304-4149(92)90151-F
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study a discrete time random walk in Z(nu) in a dynamic random environment, when the evolution of the environment depends on the random walk (mutual influence). We assume that the unperturbed environment evolves independently at each site, as an ergodic Markov chain, and that the interaction is strictly local. We prove that the central limit theorem for the position X(t) of the random walk (particle) holds, whenever one of the following conditions is met: (i) the particle cancels the memory of the environment and the influence of the environment on the random walk is small; (ii) the exponential relaxation rate of the environment is large; (iii) the mutual interaction of the environment and the random walk is small. We also prove convergence of the distribution of the 'environment as seen from the particle'. Proofs are obtained by cluster expansion techniques.
引用
收藏
页码:157 / 177
页数:21
相关论文
共 50 条