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math.PR2003
The divergence of Banach space valued random variables on Wiener space
E. Mayer-Wolf, M. Zakai
The domain of definition of the divergence operator δon an abstract Wiener space (W, H, μ) is extended to include W-valued and W\otimesW-valued "integrands". The main properties an…
math.PR2003
Limit theorems for one-dimensional transient random walks in Markov environments
Eddy Mayer-Wolf, Alexander Roitershtein, Ofer Zeitouni
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an ext…