“…The principal items of interest are various asymptotics of the law of X under P x ω in the situation when ω is a sample from a probability distribution P. Much of the early effort by probabilists concerned the validity of the (functional) Central Limit Theorem. In a sequence of papers (Kipnis and Varadhan [27], De Masi, Ferarri, Goldstein and Wick [19,20], Sidoravicius and Sznitman [34], Berger and Biskup [9], Mathieu and Piatnitski [31], Mathieu [30], Biskup and Prescott [13], Barlow and Deuschel [5], Andres, Barlow, Deuschel and Hambly [1]), it has gradually been established that, as n → ∞, the law of t → X ⌊nt⌋ / √ n under P 0 ω scales to a non-degenerate Brownian motion for almost every environment ω, provided that certain conditions are met by the law of ω. where E denotes the expectation in P and p c (d) is the critical threshold for bond percolation on Z d . In d = 1 the second condition needs to be replaced by E(ω −1 b ) < ∞; independence is not required (e.g., Biskup and Prescott [13]).…”