東京確率論セミナー
過去の記録 ~05/01|次回の予定|今後の予定 05/02~
開催情報 | 月曜日 16:00~17:30 数理科学研究科棟(駒場) 126号室 |
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担当者 | 佐々田槙子、中島秀太(明治大学)、星野壮登(東京科学大学) |
セミナーURL | https://sites.google.com/view/tokyo-probability-seminar23/ |
2015年12月07日(月)
16:50-18:20 数理科学研究科棟(駒場) 128号室
Jean-Dominique Deuschel 氏 (TU Berlin)
Quenched invariance principle for random walks in time-dependent balanced random environment
Jean-Dominique Deuschel 氏 (TU Berlin)
Quenched invariance principle for random walks in time-dependent balanced random environment
[ 講演概要 ]
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.