Almost Sure Invariance Principle for Continuous-Space Random Walk in Dynamic Random Environment

Abstract

We consider a random walk on ${\mathbb{R}}^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit theorem to hold.

minor typos fixed

References in corpus (2)

• An almost sure invariance principle for random walks in a space-time random environment
• Ballistic Random Walk in a Random Environment with a Forbidden Direction

Cited by in corpus (5)

• Random walks in dynamic random environments: A transference principle
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• Invariance Principle for the Random Conductance Model with dynamic bounded Conductances
• Transient random walk in symmetric exclusion: limit theorems and an Einstein relation
• Limit theorems for random walks in dynamic random environment