Symmetric random walk in random environment in one dimension

被引:0
作者
Katalin Nagy
机构
[1] Eötvös Loránd University,Department of Probability and Statistics
关键词
hydrodynamic limit; convergence of the generators; stochastic differential equations; symmetric random walk; symmetric simple exclusion; random environment;
D O I
10.1023/A:1022354131403
中图分类号
学科分类号
摘要
We give a new proof of the central limit theorem for one dimensional symmetric random walk in random environment. The proof is quite elementary and natural. We show the convergence of the generators and from this we conclude the convergence of the process. We also investigate the hydrodynamic limit (HDL) of one dimensional symmetric simple exclusion in random environment and prove stochastic convergence of the scaled density field. The macroscopic behaviour of this field is given by a linear heat equation. The diffusion coefficient is the same as that of the corresponding random walk.
引用
收藏
页码:101 / 120
页数:19
相关论文
共 13 条
[1]  
Anshelevich V. V.(1982)Symmetric random walks in random environments Commun. Math. Phys. 85 449-470
[2]  
Khanin K. M.(1981)Laplace operator and random walk on one-dimensional nonhomogeneous lattice J. Stat. Phys. 25 419-430
[3]  
Sinai Y. G.(1986)Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions Commun. Math. Phys. 104 1-19
[4]  
Anshelevich V. V.(1983)The di-usion limit of reversible jump processes in ℤ Commun. Math. Phys. 90 27-68
[5]  
Vologodskii A. V.(1989) with ergodic random bond conductivities J. Stat. Phys. 55 787-855
[6]  
Kipnis C.(1970)An invariance principal for reversible Markov processes-Applications to random motions in random environments Adv. Math. 5 246-290
[7]  
Varadhan S. R. S.(undefined)Interaction of Markov processes undefined undefined undefined-undefined
[8]  
Kunnemann R.(undefined)undefined undefined undefined undefined-undefined
[9]  
De Masi A.(undefined)undefined undefined undefined undefined-undefined
[10]  
Ferrari P. A.(undefined)undefined undefined undefined undefined-undefined