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Central Limit Theorem for a Class of Nonhomogeneous Random Walks
Authors:Yarotskii  D A
Institution:(1) M. V. Lomonosov Moscow State University, Russia
Abstract:A spatially nonhomogeneous random walk eegrt on the grid Zopfngr=Zopfm X Zopfn is considered. Let eegrt 0 be a random walk homogeneous in time and space, and let eegrt be obtained from it by changing transition probabilities on the set A=Amacr X Zopfn, |Amacr| < infin, so that the walk remains homogeneous only with respect to the subgroup Zopfn of the group Zopfngr. It is shown that if >m ge 2 or the drift is distinct from zero, then the central limit theorem holds for eegrt.
Keywords:random walk on the grid  central limit theorem  weak convergence  stochastic operators  Markov process
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