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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