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Moscow Mathematical Journal, 2001, Volume 1, Number 3, Pages 365–380
DOI: https://doi.org/10.17323/1609-4514-2001-1-3-365-380
(Mi mmj25)
 

This article is cited in 9 scientific papers (total in 9 papers)

$T^{-1/4}$-noise for random walks in dynamic environment on $\mathbb Z$

C. Boldrighinia, A. Pellegrinottib

a University of Rome "La Sapienza"
b Università degli Studi Roma Tre
Full-text PDF Citations (9)
References:
Abstract: We consider a discrete-time random walk $X_t$ on $\mathbb Z$ with transition probabilities $P(X_{t+1}=x+u\mid X_t=x,\xi)=P_0(u)+c(u;\xi(t,x))$, depending on a random field $\xi =\{\xi(t,x)\colon (t,x)\in\mathbb Z\times\mathbb Z\}$. The variables $\xi(t,x)$ take finitely many values, are i.i.d. and $c(u;\cdot\,)$ has zero average. Previous results show that for small stochastic term the CLT holds almost surely, with dispersion independent of the field. Here we prove that the first correction in the CLT asymptotics is a term of order $T^{-1/4}$ depending on the field, with asymptotically gaussian distribution as $T\to\infty$.
Key words and phrases: Random walk, random environment, Central Limit Theorem.
Received: April 26, 2001; in revised form August 3, 2001
Bibliographic databases:
Language: English
Citation: C. Boldrighini, A. Pellegrinotti, “$T^{-1/4}$-noise for random walks in dynamic environment on $\mathbb Z$”, Mosc. Math. J., 1:3 (2001), 365–380
Citation in format AMSBIB
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\by C.~Boldrighini, A.~Pellegrinotti
\paper $T^{-1/4}$-noise for random walks in dynamic environment on~$\mathbb Z$
\jour Mosc. Math.~J.
\yr 2001
\vol 1
\issue 3
\pages 365--380
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\crossref{https://doi.org/10.17323/1609-4514-2001-1-3-365-380}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1877598}
\zmath{https://zbmath.org/?q=an:1006.60100}
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  • This publication is cited in the following 9 articles:
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