Matematičeskie zametki, Tome 69 (2001) no. 5, pp. 751-757
Citer cet article
D. A. Yarotskii. Central Limit Theorem for a Class of Nonhomogeneous Random Walks. Matematičeskie zametki, Tome 69 (2001) no. 5, pp. 751-757. http://geodesic.mathdoc.fr/item/MZM_2001_69_5_a10/
@article{MZM_2001_69_5_a10,
author = {D. A. Yarotskii},
title = {Central {Limit} {Theorem} for a {Class} of {Nonhomogeneous} {Random} {Walks}},
journal = {Matemati\v{c}eskie zametki},
pages = {751--757},
year = {2001},
volume = {69},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2001_69_5_a10/}
}
TY - JOUR
AU - D. A. Yarotskii
TI - Central Limit Theorem for a Class of Nonhomogeneous Random Walks
JO - Matematičeskie zametki
PY - 2001
SP - 751
EP - 757
VL - 69
IS - 5
UR - http://geodesic.mathdoc.fr/item/MZM_2001_69_5_a10/
LA - ru
ID - MZM_2001_69_5_a10
ER -
%0 Journal Article
%A D. A. Yarotskii
%T Central Limit Theorem for a Class of Nonhomogeneous Random Walks
%J Matematičeskie zametki
%D 2001
%P 751-757
%V 69
%N 5
%U http://geodesic.mathdoc.fr/item/MZM_2001_69_5_a10/
%G ru
%F MZM_2001_69_5_a10
A spatially nonhomogeneous random walk $\eta_t$ on the grid $\mathbb Z^\nu=\mathbb Z^m\times\mathbb Z^n$ is considered. Let $\eta_t^0$ be a random walk homogeneous in time and space, and let $\eta_t$ be obtained from it by changing transition probabilities on the set $A=\overline A\times\mathbb Z^n$, $|\overline A|<\infty$, so that the walk remains homogeneous only with respect to the subgroup $\mathbb Z^n$ of the group $\mathbb Z^\nu$. It is shown that if $m\ge2$ or the drift is distinct from zero, then the central limit theorem holds for $\eta_t$.
[1] Zhizhina E. A., Minlos R. A., “Lokalnaya predelnaya teorema dlya neodnorodnogo sluchainogo bluzhdaniya na reshetke”, Teoriya veroyatnostei i ee primeneniya, 39:3 (1994), 513–529 | MR | Zbl
[2] Minlos P. A., Zhizhina E. A., “The limiting theorems for a random walk of two particles on the lattice $\mathbb Z^\nu $”, Potential Analysis, 5 (1996), 139–172 | DOI | MR | Zbl
[3] Gikhman I. I., Skorokhod A. V., Teoriya sluchainykh protsessov, T. 1, Nauka, M., 1971
[4] Spitser F., Printsipy sluchainogo bluzhdaniya, Mir, M., 1969
[5] Duffin R. J., “Discrete potential theory”, Duke Math. J., 20 (1953), 233–251 | DOI | MR