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 (1)

• An almost sure invariance principle for random walks in a space-time random environment

Cited by in corpus (1)

• Limit theorems for random walks in dynamic random environment