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Random walk in random environment and mixing
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics.
1997 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

A random walk in a random environment is obtained by first choosing an environment according to some probability measure (the random environment).Once the environment is chosen, a random walk is performed in that particularenvironment.

In Solomon (1975) criteria for recurrence were given and, in the transientcase, Kesten, Kozlov and Spitzer (1975) proved normal convergence for an i.i.d.environment. Our main results are extensions to weak invariance principles andlaws of the iterated logarithm for i.i.d. environments, as well as for stationaryenvironments satisfying some mixing conditions, and for independent, non-i.i.d.environments.

Place, publisher, year, edition, pages
Uppsala: Acta Universitatis Upsaliensis , 1997. , 88 p.
Series
Uppsala Dissertations in Mathematics, ISSN 1401-2049 ; 5
Keyword [en]
Mathematics, Random walk in random environment, law of large numbers, central limit theorem, weak invariance principle, law of the iterated logarithm, Markov chain, first passage time, mixing, stationary sequence
Keyword [sv]
MATEMATIK
National Category
Mathematics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:uu:diva-17ISBN: 91-506-1205-0 (print)OAI: oai:DiVA.org:uu-17DiVA: diva2:161286
Public defence
1997-05-07, Room 247, Building 2, Polacksbacken, Uppsala University, Uppsala, 10:15
Available from: 1997-04-16 Created: 1997-04-16Bibliographically approved

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