Abstract
We consider a random walk on the d-dimensional lattice ℤd where the transition probabilities p(x,y) are symmetric, p(x,y)=p(y,x), different from zero only if y-x belongs to a finite symmetric set including the origin and are random. We prove the convergence of the finite-dimensional probability distributions of normalized random paths to the finite-dimensional probability distributions of a Wiener process and find our an explicit expression for the diffusion matrix.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 449-470 |
| Number of pages | 22 |
| Journal | Communications In Mathematical Physics |
| Volume | 85 |
| Issue number | 3 |
| DOIs | |
| State | Published - Sep 1982 |
All Science Journal Classification (ASJC) codes
- Statistical and Nonlinear Physics
- Mathematical Physics
Fingerprint
Dive into the research topics of 'Symmetric random walks in random environments'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver