Abstract
We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.
Similar content being viewed by others
References
Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)
Bricmont, J., Kupiainen, A.: Randoms walks in asymmetric random environments. Commun. Math. Phys. 142, 345–420 (1991)
Bricmont, J., Kupiainen, A.: Coupled analytic maps. Nonlinearity 8, 379–396 (1995)
Bricmont, J., Kupiainen, A.: High-temperature expansions and dynamical systems. Commun. Math. Phys. 178, 703–732 (1996)
Bricmont, J., Kupiainen, A.: Infinite dimensional SRB measures. Physica D 103, 18–33 (1997)
Bricmont, J., Kupiainen, A.: In preparation
Brydges, D.C.: A short course on cluster expansions. In: Osterwalder, K., Stora, R. (eds.) Critical Phenomena, Random Systems, Gauge Theories. Les Houches Session, vol. XLIII, pp. 139–183. North-Holland, Amsterdam (1984)
Bunimovich, L.A., Sinai, Y.G.: Space-time chaos in coupled map lattices. Nonlinearity 1, 491–516 (1988)
Dobrushin, R.L., Shlosman, S.: Completely analytical Gibbs fields. In: Fritz, J., Jaffe, A., Szasz, D. (eds.) Statistical Physics and Dynamical Systems. Progress in Physics, vol. 10, pp. 371–404. Birkhäuser, Boston (1985)
Dobrushin, R.L., Shlosman, S.: Completely analytical interactions: Constructive description. J. Stat. Phys. 46, 983–1014 (1987)
Dolgopyat, D., Liverani, C.: Random walk in deterministically changing environment. Lat. Am. J. Probab. Math. Stat. 4, 89–116 (2008)
Dolgopyat, D., Liverani, C.: Non-perturbative approach to random walk in Markovian environment. Preprint. arXiv:0806.3236v1
Dolgopyat, D., Keller, G., Liverani, C.: Random walk in Markovian environment. Ann. Probab. 36, 1676–1710 (2008)
van Enter, A.C.D., Fernandez, R., Schonmann, R., Shlosman, S.: Complete analyticity of the 2D Potts model above the critical temperature. Commun. Math. Phys. 189, 373–393 (1997)
Jiang, M., Mazel, A.E.: Uniqueness and exponential decay of correlations for some two-dimensional spin lattice systems. J. Stat. Phys. 82, 797–821 (1996)
Jiang, M., Pesin, Y.B.: Equilibrium measures for coupled map lattices: Existence, uniqueness and finite-dimensional approximations. Commun. Math. Phys. 193, 675–711 (1998)
Keller, G., Liverani, C.: Uniqueness of the SRB measure for piecewise expanding weakly coupled map lattices in any dimension. Commun. Math. Phys. 262, 33–50 (2006)
Miracle-Sole, S.: On the convergence of cluster expansions. Physica A 279, 244–249 (2000). A lecture on cluster expansion; available on mp-arc 00-192 (2000)
Schonmann, R.H., Shlosman, S.: Complete analyticity for 2D Ising completed. Commun. Math. Phys. 170, 453–482 (1995)
Simon, B.: The Statistical Mechanics of Lattice Gases, vol. 1. Princeton Univ. Press, Princeton (1994)
Sinai, Y.G.: The limiting behavior of a one-dimensional random walk in a random medium. Theory Probab. Appl. 27, 256–268 (1982)
Sznitman, A.-S.: Topics in random walks in random environment. In: School and Conference on Probability Theory. ICTP Lecture Notes Series, vol. 17, pp. 203–266. World Scientific, Trieste (2004)
Sznitman, A.-S., Zeitouni, O.: An invariance principle for isotropic diffusions in random environments. Invent. Math. 164, 205–224 (2006)
Zeitouni, O.: Random walks in random environment. In: Lectures on Probability Theory and Statistics. Lecture Notes in Mathematics, vol. 1837, pp. 189–312. Springer, Berlin (2004)
Author information
Authors and Affiliations
Corresponding author
Additional information
J. Bricmont was partially supported by the Belgian IAP program P6/02.
A. Kupiainen was partially supported by the Academy of Finland.
Rights and permissions
About this article
Cite this article
Bricmont, J., Kupiainen, A. Random Walks in Space Time Mixing Environments. J Stat Phys 134, 979–1004 (2009). https://doi.org/10.1007/s10955-009-9689-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10955-009-9689-1