Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments
Autor: | Jonathon Peterson, Sung Won Ahn |
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Jazyk: | angličtina |
Rok vydání: | 2019 |
Předmět: |
Statistics and Probability
Polynomial 60K37 60F05 Probability (math.PR) Hitting time rates of convergence Simple random sample Random walk quenched central limit theorem Distribution (mathematics) Mathematics::Probability Position (vector) Convergence (routing) FOS: Mathematics Statistical physics Mathematics - Probability Central limit theorem Mathematics |
Zdroj: | Bernoulli 25, no. 2 (2019), 1386-1411 |
Popis: | Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting distributions hold for the walk under both the quenched and averaged measures. We give upper bounds on the rates of convergence for the quenched central limit theorems for both the hitting time and position of the RWRE with polynomial rates of convergence that depend on the distribution on environments. Comment: 22 pages, 1 figure |
Databáze: | OpenAIRE |
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