Random walks in a random environment ∗
نویسنده
چکیده
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the 'quenched' and the 'averaged' case.
منابع مشابه
A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS
A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...
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