2 papers
math.PR2005
Random walks in a random environment
S R S Varadhan
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averag…
math.PR2004
A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
Sunder Sethuraman, S. R. S. Varadhan
In 1956, Dobrushin proved a definitive central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is give…