Quenched invariance principle for random walk in time-dependent balanced\n random environment

We prove a quenched central limit theorem for balanced random walks in time\ndependent ergodic random environments which is not necessarily\nnearest-neigbhor. We assume that the environment satisfies appropriate\nergodicity and ellipticity conditions. The proof is based on the use of a\nmaximum principle for parabolic difference operators.\n