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Summary We consider a model of random walk on , 2, in a dynamical random environment described by a field ={t(x): (t,x)+1}. The random walk transition probabilities are taken as P(Xt+1= y|Xt= x,t=) =P0( yx)+ c(yx;(x)). We assume that the variables {t(x):(t,x) +1} are i.i.d., that both P0(u) and c(u;s) are finite range in u, and that the random term c(u;) is small and with zero average. We prove that...
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