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Department of Mathematics,
University of California San Diego

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Math 288 - Probability and Statistics Seminar

Firas Rassoul-Agha

University of Utah

On the almost-sure invariance principle for random walk in random environment

Abstract:

\indent Consider a crystal formed of two types of atoms placed at the nodes of the integer lattice. The type of each atom is chosen at random, but the crystal is statistically shift-invariant. Consider next an electron hopping from atom to atom. This electron performs a random walk on the integer lattice with randomly chosen transition probabilities (since the configuration seen by the electron is different at each lattice site). This process is highly non-Markovian, due to the interaction between the walk and the environment. We will present a martingale approach to proving the invariance principle (i.e. Gaussian fluctuations from the mean) for (irreversible) Markov chains and show how this can be transferred to a result for the above process (called random walk in random environment). This is joint work with Timo Seppalainen.

Host: Jason Schweinsberg

February 26, 2009

9:00 AM

AP&M 6402

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