Tokyo Probability Seminar
Seminar information archive ~05/02|Next seminar|Future seminars 05/03~
Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
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Organizer(s) | Makiko Sasada, Shuta Nakajima, Masato Hoshino |
2015/12/07
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Jean-Dominique Deuschel (TU Berlin)
Quenched invariance principle for random walks in time-dependent balanced random environment
Jean-Dominique Deuschel (TU Berlin)
Quenched invariance principle for random walks in time-dependent balanced random environment
[ Abstract ]
We prove an almost sure functional limit theorem for a random walk in an space-time ergodic balanced environment under certain moment conditions. The proof is based on the maximal principle for parabolic difference operators. We also deal with the non-elliptic case, where the corresponding limiting diffusion matrix can be random in higher dimensions. This is a joint work with N. Berger, X. Guo and A. Ramirez.
We prove an almost sure functional limit theorem for a random walk in an space-time ergodic balanced environment under certain moment conditions. The proof is based on the maximal principle for parabolic difference operators. We also deal with the non-elliptic case, where the corresponding limiting diffusion matrix can be random in higher dimensions. This is a joint work with N. Berger, X. Guo and A. Ramirez.