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JOURNALS // Moscow Mathematical Journal // Archive

Mosc. Math. J., 2001 Volume 1, Number 3, Pages 365–380 (Mi mmj25)

This article is cited in 9 papers

$T^{-1/4}$-noise for random walks in dynamic environment on $\mathbb Z$

C. Boldrighinia, A. Pellegrinottib

a University of Rome "La Sapienza"
b Università degli Studi Roma Tre

Abstract: We consider a discrete-time random walk $X_t$ on $\mathbb Z$ with transition probabilities $P(X_{t+1}=x+u\mid X_t=x,\xi)=P_0(u)+c(u;\xi(t,x))$, depending on a random field $\xi =\{\xi(t,x)\colon (t,x)\in\mathbb Z\times\mathbb Z\}$. The variables $\xi(t,x)$ take finitely many values, are i.i.d. and $c(u;\cdot\,)$ has zero average. Previous results show that for small stochastic term the CLT holds almost surely, with dispersion independent of the field. Here we prove that the first correction in the CLT asymptotics is a term of order $T^{-1/4}$ depending on the field, with asymptotically gaussian distribution as $T\to\infty$.

Key words and phrases: Random walk, random environment, Central Limit Theorem.

MSC: 60J15, 60F05, 60G60, 82B41

Received: April 26, 2001; in revised form August 3, 2001

Language: English

DOI: 10.17323/1609-4514-2001-1-3-365-380



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