TY - JOUR
ID - 321
TI - A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS
JO - Bulletin of the Iranian Mathematical Society
JA - BIMS
LA - en
SN - 1017-060X
AU - REZAKHANLOU, F.
AD -
Y1 - 2011
PY - 2011
VL - 37
IS - No. 2
SP - 5
EP - 20
KW - Random walk in a random environment
KW - law of large numbers
KW - large deviation principle
KW - homogenization
DO -
N2 - 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 not fully understood for RWRE. Some known results in the case of LLN and LDP are reviewed.
These results are closely related to the homogenization phenomenon
for Hamilton-Jacobi-Bellman equations when both space and time are discretized.
UR - http://bims.iranjournals.ir/article_321.html
L1 - http://bims.iranjournals.ir/article_321_2248c4b14c7fdc0b2336fbd3371b2af0.pdf
ER -