Scaling limit theorem for transient random walk in random environment

被引：0

作者：

Hong, Wenming ^{[1
,2
]}

Yang, Hui ^{[3
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China

[2] Beijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China

[3] Minzu Univ China, Coll Sci, Beijing 100081, Peoples R China

来源：

FRONTIERS OF MATHEMATICS IN CHINA | 2018年 / 13卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Random walk; random environment; diffusion process; Brownian motion with drift; DIMENSIONAL RANDOM-WALK; LARGE DEVIATIONS; DIFFUSION PROCESS;

D O I：

10.1007/s11464-018-0723-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We construct a sequence of transient random walks in random environments and prove that by proper scaling, it converges to a diffusion process with drifted Brownian potential. To this end, we prove a counterpart of convergence for transient random walk in non-random environment, which is interesting itself.

引用

页码：1033 / 1044

页数：12

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