Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527171 | Stochastic Processes and their Applications | 2016 | 20 Pages |
Abstract
We will investigate a random mass splitting model and the closely related random walk in a random environment (RWRE). The heat kernel for the RWRE at time t is the mass splitting distribution at t. We prove a quenched invariance principle (QIP) for the RWRE which gives us a quenched central limit theorem for the mass splitting model. Our RWRE has an environment which is changing with time. We follow the outline for proving a QIP for a random walk in a space-time random environment laid out by Rassoul-Agha and Seppäläinen (2005) which in turn was based on the work of Kipnis and Varadhan (1986) and others.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Sayan Banerjee, Christopher Hoffman,