The Limit Theorems for Random Walk with State Space R in a Space-time Random Environment  

作　　者：Wei Gang WANG Zhen Long GAO Di He HU 

机构地区：[1]School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, P. R. China [2]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China [3]School of Mathematics, Anyang Normal University, Anyang 455000, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2008年第4期655-662,共8页数学学报（英文版）

基　　金：the National Natural Science Fundation of China (10371092);the Foundation of Wuhan University

摘　　要：We consider a discrete time random environment. We state that when the random walk on real number space in a environment is i.i.d., under the law, the law of large numbers, iterated law and CLT of the process are correct space-time random marginal annealed Using a martingale approach, we also state an a.s. invariance principle for random walks in general random environment whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.We consider a discrete time random environment. We state that when the random walk on real number space in a environment is i.i.d., under the law, the law of large numbers, iterated law and CLT of the process are correct space-time random marginal annealed Using a martingale approach, we also state an a.s. invariance principle for random walks in general random environment whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain.

关 键 词：space-time random environment the law of large numbers CLT iterated law invariance principle 

分 类 号：O211.4[理学—概率论与数理统计]