Journal of Applied Probability

A quenched central limit theorem for reversible random walks in a random environment on Z

Hoang-Chuong Lam

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The main aim of this paper is to prove the quenched central limit theorem for reversible random walks in a stationary random environment on Z without having the integrability condition on the conductance and without using any martingale. The method shown here is particularly simple and was introduced by Depauw and Derrien [3]. More precisely, for a given realization ω of the environment, we consider the Poisson equation (Pω - I)g = f, and then use the pointwise ergodic theorem in [8] to treat the limit of solutions and then the central limit theorem will be established by the convergence of moments. In particular, there is an analogue to a Markov process with discrete space and the diffusion in a stationary random environment.

Article information

J. Appl. Probab., Volume 51, Number 4 (2014), 1051-1064.

First available in Project Euclid: 20 January 2015

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J15 60F05: Central limit and other weak theorems
Secondary: 60J27: Continuous-time Markov processes on discrete state spaces 60J60: Diffusion processes [See also 58J65]

Quenched central limit theorem reversible random walk in random environment


Lam, Hoang-Chuong. A quenched central limit theorem for reversible random walks in a random environment on Z. J. Appl. Probab. 51 (2014), no. 4, 1051--1064.

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