Tokyo Probability Seminar

Seminar information archive ~04/19Next seminarFuture seminars 04/20~

Date, time & place Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.)
Organizer(s) Makiko Sasada, Shuta Nakajima

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
[ 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.