arXiv:1106.6008 [math.PR]AbstractReferencesReviewsResources
Random walks in random environments without ellipticity
Published 2011-06-29, updated 2013-01-26Version 2
We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we prove the ergodicity of the annealed process w.r.t. the dynamics "from the point of view of the particle". This implies in particular that the environment viewed from the particle is ergodic. As an example of application of this result, we give a general form of the quenched Invariance Principle for walks in doubly stochastic environments with zero local drift (martingale condition).
Comments: Final version for Stochastic Process. Appl., 18 pages, 1 figure
Journal: Stochastic Process. Appl. 123 (2013), no. 5, 1750-1764
Keywords: random environments, random walks, zero local drift, customary ellipticity condition, doubly stochastic environments
Tags: journal article
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