Projects per year
Abstract
We study Random Walks in an i.i.d. Random Environment (RWRE) defined on b-regular trees. We prove a functional central limit theorem (FCLT) for transient processes, under a moment condition on the environment. We emphasize that we make no uniform ellipticity assumptions. Our approach relies on regenerative levels, i.e. levels that are visited exactly once. On the way, we prove that the distance between consecutive regenerative levels have a geometrically decaying tail. In the second part of this paper, we apply our results to Linearly Edge-Reinforced Random Walk (LERRW) to prove FCLT when the process is defined on b-regular trees, with b≥4, substantially improving the results of the first author (see Theorem 3 of Collevecchio (2006)).
| Original language | English |
|---|---|
| Pages (from-to) | 4892-4909 |
| Number of pages | 18 |
| Journal | Stochastic Processes and their Applications |
| Volume | 130 |
| Issue number | 8 |
| DOIs | |
| Publication status | Published - Aug 2020 |
Keywords
- Functional central limit theorem
- Random walks in random environment
- Self-interacting random walks
Projects
- 2 Finished
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Random walks with long memory
Collevecchio, A. (Primary Chief Investigator (PCI)), Garoni, T. (Chief Investigator (CI)), Hamza, K. (Chief Investigator (CI)), Cotar, C. (Partner Investigator (PI)) & Tarres, P. (Partner Investigator (PI))
ARC - Australian Research Council
1/05/18 → 1/05/22
Project: Research
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ARC Centre of Excellence for Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights
Hall, P. (Primary Chief Investigator (PCI)), Bartlett, P. (Chief Investigator (CI)), Bean, N. (Chief Investigator (CI)), Burrage, K. (Chief Investigator (CI)), DeGier, J. (Chief Investigator (CI)), Delaigle, A. (Chief Investigator (CI)), Forrester, P. (Chief Investigator (CI)), Geweke, J. (Chief Investigator (CI)), Kohn, R. (Chief Investigator (CI)), Kroese, D. (Chief Investigator (CI)), Mengersen, K. L. (Chief Investigator (CI)), Pettit, A. (Chief Investigator (CI)), Pollett, P. (Chief Investigator (CI)), Roughan, M. (Chief Investigator (CI)), Ryan, L. M. (Chief Investigator (CI)), Taylor, P. (Chief Investigator (CI)), Turner, I. (Chief Investigator (CI)), Wand, M. (Chief Investigator (CI)), Garoni, T. (Chief Investigator (CI)), Smith-Miles, K. A. (Chief Investigator (CI)), Caley, M. (Partner Investigator (PI)), Churches, T. (Partner Investigator (PI)), Elazar, D. (Partner Investigator (PI)), Gupta, A. (Partner Investigator (PI)), Harch, B. (Partner Investigator (PI)), Tam, S.-M. (Partner Investigator (PI)), Weegberg, K. (Partner Investigator (PI)), Willinger, W. (Partner Investigator (PI)) & Hyndman, R. (Chief Investigator (CI))
ARC - Australian Research Council, Monash University – Internal Department Contribution, University of Melbourne, Queensland University of Technology (QUT), University of Adelaide, University of New South Wales (UNSW), University of Queensland , University of Technology (UTS) Sydney, Monash University – Internal University Contribution, Monash University – Internal Faculty Contribution, Monash University – Internal School Contribution, Roads Corporation (trading as VicRoads) (Victoria)
1/01/17 → 31/12/21
Project: Research