Law of large numbers for random walks on attractive spin-flip dynamics

Stein Andreas Bethuelsen and Markus Heydenreich

Stochastic Processes and their Applications, 2017, vol. 127, issue 7, 2346-2372

Abstract: We prove a law of large numbers for certain random walks on certain attractive dynamic random environments when initialised from all sites equal to the same state. This result applies to random walks on Zd with d≥1. We further provide sufficient mixing conditions under which the assumption on the initial state can be relaxed, and obtain estimates on the large deviation behaviour of the random walk.

Keywords: Random walks; Dynamic random environments; Strong law of large numbers; Large deviation estimates; Monotonicity; Contact process (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414915300533
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:127:y:2017:i:7:p:2346-2372

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2016.09.016

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().