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Городской семинар по теории вероятностей и математической статистике
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Quenched invariance principle for random walks in dynamical balanced environment Jean-Dominique Deuschel |
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Аннотация: 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. Язык доклада: английский |
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